-24.1%
RKT vs TECK
+479.8%
-504.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -9.0% | -0.4% | -8.5% | -8.9% |
| 30D | +30.2% | -7.1% | +37.3% | +32.4% |
| 3M | -8.8% | -5.5% | -3.4% | -7.9% |
| 6M | -0.9% | -9.7% | +8.8% | +0.7% |
| YTD | -29.2% | +26.3% | -55.4% | -33.6% |
| 1Y | -20.1% | +44.4% | -64.4% | -27.3% |
| 3Y | +81.3% | +70.1% | +11.3% | +57.1% |
| 5Y | -6.6% | +125.8% | -132.4% | -21.9% |
| All | -24.1% | +479.8% | -504.0% | -39.1% |
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 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