+212.7%
ROL vs TECK
+203.4%
+9.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.2% |
| 7D | -1.7% | +2.1% | -3.8% | -1.9% |
| 30D | +18.5% | -8.9% | +27.4% | +19.3% |
| 3M | +4.3% | -7.1% | +11.4% | +4.7% |
| 6M | -27.7% | -7.0% | -20.7% | -27.7% |
| YTD | -35.8% | +28.3% | -64.1% | -37.9% |
| 1Y | -34.1% | +40.6% | -74.7% | -36.8% |
| 3Y | +2.9% | +78.2% | -75.2% | -5.3% |
| 5Y | +12.7% | +129.5% | -116.8% | -1.4% |
| All | +212.7% | +203.4% | +9.3% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling