-5.2%
ROP vs TECK
+74.1%
-79.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.5% |
| 7D | +0.7% | -0.4% | +1.2% | +0.7% |
| 30D | +28.8% | -7.1% | +35.9% | +29.0% |
| 3M | +21.1% | -5.5% | +26.5% | +21.1% |
| 6M | +52.5% | -9.7% | +62.2% | +53.0% |
| YTD | +8.9% | +26.3% | -17.4% | +5.6% |
| 1Y | +8.2% | +44.4% | -36.1% | +3.2% |
| 3Y | -5.2% | +70.1% | -75.2% | -14.1% |
| All | -5.2% | +74.1% | -79.2% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling