+54.0%
ROST vs EQX
+17.2%
+36.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.3% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | -6.9% | +7.8% | -14.6% | -6.9% |
| 3M | -3.3% | +21.3% | -24.7% | -3.5% |
| 6M | +9.0% | -22.4% | +31.5% | +9.4% |
| YTD | +28.9% | -11.3% | +40.2% | +30.0% |
| 1Y | +54.0% | +13.5% | +40.5% | +54.9% |
| All | +54.0% | +17.2% | +36.7% | +54.9% |
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