+39.4%
RKT vs TECK
+75.5%
-36.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.9% |
| 7D | -1.0% | +4.9% | -5.8% | -2.8% |
| 30D | -2.4% | +5.2% | -7.6% | -4.5% |
| 3M | +1.9% | +13.8% | -11.9% | -4.2% |
| 6M | -13.9% | +38.5% | -52.3% | -25.1% |
| YTD | -30.6% | +47.3% | -78.0% | -40.8% |
| 1Y | -34.4% | +81.0% | -115.4% | -48.1% |
| All | +39.4% | +75.5% | -36.1% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling