+10.2%
ORCL vs TECK
+66.4%
-56.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -11.2% | -0.2% | -10.9% | -11.2% |
| 30D | -18.8% | -7.5% | -11.3% | -16.5% |
| 3M | -18.8% | -8.4% | -10.3% | -16.2% |
| 6M | -39.7% | -2.2% | -37.5% | -39.3% |
| YTD | -39.6% | +26.8% | -66.5% | -44.6% |
| 1Y | -51.7% | +46.5% | -98.3% | -58.0% |
| 3Y | +10.2% | +69.0% | -58.8% | -9.4% |
| All | +10.2% | +66.4% | -56.1% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling