-23.3%
ROP vs TECK
+76.8%
-100.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.6% |
| 7D | -6.1% | +4.9% | -11.0% | -5.7% |
| 30D | -3.4% | +5.2% | -8.5% | -2.8% |
| 3M | +16.7% | +13.8% | +2.9% | +18.8% |
| 6M | +8.1% | +38.5% | -30.4% | +12.0% |
| YTD | -11.7% | +47.3% | -59.0% | -9.9% |
| All | -23.3% | +76.8% | -100.1% | -23.1% |
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 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