-36.0%
ROL vs TECK
+108.8%
-144.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -4.1% | +4.6% | -8.7% | -3.8% |
| 3M | -22.5% | +2.8% | -25.4% | -21.6% |
| 6M | -37.7% | +24.9% | -62.6% | -37.3% |
| YTD | -39.6% | +44.7% | -84.3% | -38.7% |
| 1Y | -36.0% | +112.0% | -148.0% | -37.2% |
| All | -36.0% | +108.8% | -144.8% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling