-27.0%
RKT vs TECK
+534.0%
-561.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -0.1% |
| 7D | -7.2% | -4.2% | -3.0% | -6.3% |
| 30D | -7.9% | -0.4% | -7.5% | -7.9% |
| 3M | +5.2% | +10.1% | -5.0% | +1.8% |
| 6M | -14.9% | +26.0% | -40.9% | -20.2% |
| YTD | -31.9% | +38.0% | -69.9% | -37.3% |
| 1Y | -36.9% | +63.8% | -100.7% | -44.3% |
| 3Y | +35.7% | +68.5% | -32.8% | +17.3% |
| 5Y | -9.7% | +179.2% | -188.9% | -26.5% |
| All | -27.0% | +534.0% | -561.0% | -42.6% |
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 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