+284.5%
ROIV vs TECK
+264.1%
+20.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -3.7% |
| 7D | +9.2% | +2.1% | +7.1% | +8.8% |
| 30D | +19.9% | -8.9% | +28.8% | +21.9% |
| 3M | +10.6% | -7.1% | +17.7% | +12.0% |
| 6M | +36.1% | -7.0% | +43.1% | +37.1% |
| YTD | +84.3% | +28.3% | +55.9% | +74.7% |
| 1Y | +87.6% | +40.6% | +47.0% | +74.8% |
| 3Y | +353.9% | +78.2% | +275.7% | +297.6% |
| 5Y | +376.1% | +129.5% | +246.5% | +328.0% |
| All | +284.5% | +264.1% | +20.4% | +247.4% |
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