+298.8%
ROIV vs TECK
+327.7%
-28.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.2% | +14.6% | +18.0% |
| 7D | +20.2% | +7.8% | +12.4% | +18.7% |
| 30D | +14.1% | +8.3% | +5.9% | +12.6% |
| 3M | +45.6% | +16.1% | +29.5% | +41.4% |
| 6M | +44.1% | +42.9% | +1.3% | +34.3% |
| YTD | +91.2% | +50.8% | +40.4% | +76.2% |
| 1Y | +221.3% | +106.1% | +115.2% | +179.4% |
| 3Y | +229.2% | +84.0% | +145.2% | +185.2% |
| 5Y | +316.5% | +223.5% | +93.0% | +262.6% |
| All | +298.8% | +327.7% | -28.8% | +250.4% |
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