+179.4%
RCL vs TECK
+85.2%
+94.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -1.6% |
| 7D | -0.5% | +7.8% | -8.2% | -2.8% |
| 30D | -17.3% | +8.3% | -25.6% | -19.5% |
| 3M | -2.8% | +16.1% | -18.8% | -8.0% |
| 6M | -4.4% | +42.9% | -47.2% | -15.7% |
| YTD | -4.2% | +50.8% | -54.9% | -17.4% |
| 1Y | -23.4% | +106.1% | -129.4% | -41.3% |
| 3Y | +179.4% | +84.0% | +95.4% | +112.0% |
| All | +179.4% | +85.2% | +94.2% | +112.0% |
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 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