+52.3%
ROK vs TECK
+75.5%
-23.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | +0.2% | +4.9% | -4.7% | -1.2% |
| 30D | -1.8% | +5.2% | -7.0% | -3.3% |
| 3M | -7.2% | +13.8% | -21.0% | -11.2% |
| 6M | +14.2% | +38.5% | -24.3% | +2.8% |
| YTD | +10.6% | +47.3% | -36.8% | -2.6% |
| 1Y | +25.9% | +81.0% | -55.1% | +4.2% |
| All | +52.3% | +75.5% | -23.2% | +23.1% |
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