+4,800.4%
ROL vs TECK
+1,914.1%
+2,886.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.0% |
| 7D | -1.7% | +2.1% | -3.8% | -1.9% |
| 30D | +18.5% | -8.9% | +27.4% | +19.6% |
| 3M | +4.3% | -7.1% | +11.4% | +4.9% |
| 6M | -27.7% | -7.0% | -20.7% | -27.8% |
| YTD | -35.8% | +28.3% | -64.1% | -38.6% |
| 1Y | -34.1% | +40.6% | -74.7% | -37.7% |
| 3Y | +2.9% | +78.2% | -75.2% | -7.3% |
| 5Y | +12.7% | +129.5% | -116.8% | -4.3% |
| 10Y | +212.6% | +205.6% | +7.0% | +135.7% |
| All | +4,800.4% | +1,914.1% | +2,886.2% | +3,181.1% |
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 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