+485.8%
RIOT vs TECK
+377.7%
+108.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -1.5% | -3.8% | +2.3% | +0.5% |
| 30D | +5.7% | +0.7% | +4.9% | +5.5% |
| 3M | -17.9% | +4.6% | -22.5% | -19.4% |
| 6M | +45.0% | +25.1% | +19.9% | +31.5% |
| YTD | +69.5% | +39.2% | +30.3% | +46.2% |
| 1Y | +37.2% | +60.3% | -23.1% | +10.1% |
| 3Y | +111.7% | +62.9% | +48.8% | +65.3% |
| 5Y | -27.5% | +181.5% | -209.0% | -57.5% |
| All | +485.8% | +377.7% | +108.1% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling