+342.5%
RCL vs TECK
+372.8%
-30.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | -2.2% | +4.9% | -7.1% | -4.2% |
| 30D | -15.7% | +5.2% | -20.9% | -17.6% |
| 3M | -8.0% | +13.8% | -21.8% | -13.8% |
| 6M | -10.1% | +38.5% | -48.6% | -22.9% |
| YTD | -5.9% | +47.3% | -53.2% | -22.1% |
| 1Y | -23.5% | +81.0% | -104.5% | -42.7% |
| 3Y | +174.4% | +79.9% | +94.5% | +94.8% |
| 5Y | +227.1% | +207.9% | +19.3% | +68.8% |
| 10Y | +342.5% | +389.5% | -47.0% | +68.6% |
| All | +342.5% | +372.8% | -30.3% | +68.6% |
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