+73.7%
RIO vs TECK
+108.8%
-35.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +4.0% | +4.6% | -0.6% | +1.9% |
| 3M | +0.1% | +2.8% | -2.7% | -1.7% |
| 6M | +12.7% | +24.9% | -12.2% | +1.5% |
| YTD | +35.6% | +44.7% | -9.2% | +18.3% |
| 1Y | +73.7% | +112.0% | -38.3% | +51.6% |
| All | +73.7% | +108.8% | -35.1% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling