+3,661.1%
ROK vs TECK
+1,881.2%
+1,779.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +7.1% | -0.4% | +7.5% | +7.1% |
| 30D | -5.0% | -7.1% | +2.2% | -3.1% |
| 3M | -9.4% | -5.5% | -3.9% | -8.3% |
| 6M | -11.0% | -9.7% | -1.3% | -9.4% |
| YTD | +4.4% | +26.3% | -21.8% | -3.1% |
| 1Y | +7.4% | +44.4% | -37.0% | -3.8% |
| 3Y | +61.0% | +70.1% | -9.1% | +34.4% |
| 5Y | +30.4% | +125.8% | -95.4% | -4.0% |
| 10Y | +264.8% | +200.6% | +64.2% | +118.4% |
| All | +3,661.1% | +1,881.2% | +1,779.9% | +1,333.6% |
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