+251.6%
ORCL vs TECK
+221.5%
+30.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.8% | +1.8% |
| 7D | +0.5% | +3.1% | -2.6% | -0.1% |
| 30D | -15.3% | -5.0% | -10.3% | -14.4% |
| 3M | -18.2% | -2.6% | -15.6% | -17.8% |
| 6M | -38.4% | 0.0% | -38.4% | -38.5% |
| YTD | -37.7% | +35.6% | -73.4% | -41.4% |
| 1Y | -49.3% | +58.1% | -107.4% | -53.7% |
| 3Y | +10.6% | +93.3% | -82.7% | -3.6% |
| 5Y | +35.5% | +153.7% | -118.2% | +9.7% |
| 10Y | +251.6% | +226.7% | +24.9% | +140.9% |
| All | +251.6% | +221.5% | +30.0% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling