+134.2%
RBRK vs TECK
+39.7%
+94.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.9% |
| 7D | -7.5% | -3.8% | -3.6% | -6.2% |
| 30D | -10.4% | +0.7% | -11.2% | -11.0% |
| 3M | +21.3% | +4.6% | +16.7% | +17.9% |
| 6M | +50.6% | +25.1% | +25.5% | +32.4% |
| YTD | +13.3% | +39.2% | -25.9% | -7.7% |
| 1Y | +11.2% | +60.3% | -49.1% | -17.1% |
| All | +134.2% | +39.7% | +94.5% | +74.8% |
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