+291.1%
ROIV vs TECK
+284.8%
+6.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.0% | -2.4% | +3.3% |
| 7D | +13.3% | +3.1% | +10.2% | +12.7% |
| 30D | +14.8% | -5.0% | +19.7% | +15.7% |
| 3M | +11.9% | -2.6% | +14.5% | +12.3% |
| 6M | +42.4% | 0.0% | +42.4% | +41.5% |
| YTD | +87.4% | +35.6% | +51.8% | +75.8% |
| 1Y | +97.2% | +58.1% | +39.1% | +80.0% |
| 3Y | +375.7% | +93.3% | +282.3% | +310.8% |
| 5Y | +379.0% | +153.7% | +225.3% | +326.1% |
| All | +291.1% | +284.8% | +6.2% | +249.6% |
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