+2,120.4%
RIO vs TECK
+2,265.7%
-145.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -1.3% |
| 7D | +1.9% | +7.8% | -5.8% | -1.5% |
| 30D | +5.0% | +8.3% | -3.3% | +1.2% |
| 3M | +5.1% | +16.1% | -10.9% | -2.3% |
| 6M | +17.6% | +42.9% | -25.2% | -0.9% |
| YTD | +36.3% | +50.8% | -14.5% | +11.6% |
| 1Y | +71.2% | +106.1% | -34.9% | +19.9% |
| 3Y | +102.7% | +84.0% | +18.7% | +41.8% |
| 5Y | +99.6% | +223.5% | -123.9% | +1.9% |
| 10Y | +603.1% | +378.1% | +225.0% | +142.5% |
| All | +2,120.4% | +2,265.7% | -145.4% | +404.8% |
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