+129.7%
ROP vs TECK
+377.7%
-248.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.6% | -3.8% | -0.8% | -4.2% |
| 30D | -1.7% | +0.7% | -2.4% | -1.9% |
| 3M | +17.1% | +4.6% | +12.5% | +15.9% |
| 6M | +10.9% | +25.1% | -14.3% | +6.4% |
| YTD | -12.1% | +39.2% | -51.3% | -17.5% |
| 1Y | -24.2% | +60.3% | -84.6% | -30.6% |
| 3Y | -20.4% | +62.9% | -83.3% | -29.1% |
| 5Y | -15.4% | +181.5% | -196.8% | -34.0% |
| All | +129.7% | +377.7% | -248.0% | +50.4% |
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