+360.5%
RCL vs TECK
+218.8%
+141.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | +0.6% | -1.2% | +1.8% | +1.0% |
| 30D | +19.4% | -5.7% | +25.2% | +22.2% |
| 3M | +9.8% | -3.6% | +13.4% | +10.6% |
| 6M | +28.6% | -2.2% | +30.9% | +27.2% |
| YTD | +22.2% | +33.6% | -11.4% | +4.3% |
| 1Y | +29.7% | +49.0% | -19.3% | +5.3% |
| 3Y | +265.3% | +85.4% | +179.9% | +153.3% |
| 5Y | +301.8% | +138.5% | +163.2% | +129.3% |
| 10Y | +360.5% | +218.0% | +142.5% | +66.4% |
| All | +360.5% | +218.8% | +141.7% | +66.4% |
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 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