+301.8%
RCL vs TECK
+148.6%
+153.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | +19.4% | -5.7% | +25.2% | +21.8% |
| 3M | +9.8% | -3.6% | +13.4% | +10.5% |
| 6M | +28.6% | -2.2% | +30.9% | +27.6% |
| YTD | +22.2% | +33.6% | -11.4% | +6.8% |
| 1Y | +29.7% | +49.0% | -19.3% | +8.6% |
| 3Y | +265.3% | +85.4% | +179.9% | +164.6% |
| 5Y | +301.8% | +138.5% | +163.2% | +106.5% |
| All | +301.8% | +148.6% | +153.1% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling