-76.7%
RIG vs TECK
+2,265.7%
-2,342.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -3.4% |
| 7D | -2.7% | +7.8% | -10.5% | -6.0% |
| 30D | +9.5% | +8.3% | +1.2% | +5.3% |
| 3M | -6.6% | +16.1% | -22.7% | -14.0% |
| 6M | -2.9% | +42.9% | -45.7% | -20.5% |
| YTD | +39.5% | +50.8% | -11.3% | +10.9% |
| 1Y | +82.3% | +106.1% | -23.8% | +24.3% |
| 3Y | -29.6% | +84.0% | -113.6% | -50.7% |
| 5Y | +63.2% | +223.5% | -160.3% | -11.1% |
| 10Y | -45.0% | +378.1% | -423.1% | -74.7% |
| All | -76.7% | +2,265.7% | -2,342.4% | -93.1% |
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