+2,200.7%
RCL vs TECK
+1,914.1%
+286.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -2.7% |
| 7D | -0.2% | +2.1% | -2.4% | -1.0% |
| 30D | +14.4% | -8.9% | +23.3% | +17.8% |
| 3M | +5.2% | -7.1% | +12.3% | +7.2% |
| 6M | +26.1% | -7.0% | +33.1% | +27.4% |
| YTD | +17.4% | +28.3% | -11.0% | +5.7% |
| 1Y | +24.7% | +40.6% | -15.9% | +8.7% |
| 3Y | +250.9% | +78.2% | +172.8% | +172.9% |
| 5Y | +293.8% | +129.5% | +164.3% | +171.1% |
| 10Y | +342.4% | +205.6% | +136.8% | +150.1% |
| All | +2,200.7% | +1,914.1% | +286.6% | +643.5% |
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 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