+52.7%
ROST vs EQX
+7.1%
+45.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.8% | -6.7% | +5.7% |
| 7D | +7.8% | +7.6% | +0.2% | +7.4% |
| 30D | +8.6% | +0.4% | +8.1% | +8.3% |
| 3M | -1.9% | +18.0% | -19.9% | -2.2% |
| 6M | +9.1% | -18.4% | +27.5% | +9.5% |
| YTD | +37.2% | -19.3% | +56.6% | +39.3% |
| 1Y | +52.7% | +9.2% | +43.5% | +61.4% |
| All | +52.7% | +7.1% | +45.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling