+4,511.4%
ROL vs TECK
+2,171.4%
+2,340.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | -22.5% | +2.8% | -25.4% | -23.1% |
| 6M | -37.7% | +24.9% | -62.6% | -39.8% |
| YTD | -39.6% | +44.7% | -84.3% | -42.8% |
| 1Y | -36.0% | +112.0% | -148.0% | -42.3% |
| 3Y | -5.1% | +67.6% | -72.7% | -13.8% |
| 5Y | -3.4% | +200.3% | -203.7% | -20.6% |
| 10Y | +215.2% | +358.2% | -143.0% | +125.8% |
| All | +4,511.4% | +2,171.4% | +2,340.0% | +2,954.8% |
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