+273.8%
ROIV vs TECK
+259.8%
+14.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.0% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +11.9% | -7.5% | +19.4% | +13.4% |
| 3M | +10.7% | -8.4% | +19.1% | +12.4% |
| 6M | +34.9% | -2.2% | +37.1% | +34.7% |
| YTD | +79.2% | +26.8% | +52.4% | +70.2% |
| 1Y | +89.0% | +46.5% | +42.5% | +75.0% |
| 3Y | +337.3% | +69.0% | +268.3% | +286.1% |
| 5Y | +402.3% | +138.8% | +263.6% | +352.4% |
| All | +273.8% | +259.8% | +14.1% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling