-87.9%
OPEN vs TECK
+566.6%
-654.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.8% | -4.3% | -5.8% |
| 7D | -24.7% | +1.7% | -26.4% | -25.1% |
| 30D | -41.0% | -7.6% | -33.3% | -38.8% |
| 3M | -62.4% | -5.9% | -56.5% | -61.3% |
| 6M | -73.9% | -2.8% | -71.0% | -73.6% |
| YTD | -77.5% | +31.8% | -109.4% | -80.4% |
| 1Y | -83.6% | +49.1% | -132.7% | -86.4% |
| 3Y | -37.0% | +83.0% | -120.0% | -53.0% |
| 5Y | -93.3% | +150.6% | -243.9% | -95.5% |
| All | -87.9% | +566.6% | -654.5% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 all: compounded portfolio wealth divided by compounded TECK 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…
all analysis · Full analysis span regression · 6 months rolling