+363.4%
ORCL vs TECK
+373.9%
-10.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.6% |
| 7D | +15.0% | +7.8% | +7.2% | +13.4% |
| 30D | +10.5% | +8.3% | +2.3% | +8.9% |
| 3M | -23.0% | +16.1% | -39.1% | -25.3% |
| 6M | +7.0% | +42.9% | -35.9% | -0.1% |
| YTD | -15.8% | +50.8% | -66.6% | -22.4% |
| 1Y | -31.1% | +106.1% | -137.1% | -40.0% |
| 3Y | +33.3% | +84.0% | -50.8% | +16.4% |
| 5Y | +94.3% | +223.5% | -129.2% | +50.9% |
| 10Y | +363.4% | +378.1% | -14.7% | +204.0% |
| All | +363.4% | +373.9% | -10.5% | +204.0% |
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