-15.9%
ROP vs TECK
+213.6%
-229.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -1.2% |
| 7D | -6.1% | +4.9% | -11.0% | -6.4% |
| 30D | -3.4% | +5.2% | -8.5% | -3.7% |
| 3M | +16.7% | +13.8% | +2.9% | +15.6% |
| 6M | +8.1% | +38.5% | -30.4% | +5.2% |
| YTD | -11.7% | +47.3% | -59.0% | -15.0% |
| 1Y | -24.2% | +81.0% | -105.2% | -28.7% |
| 3Y | -19.0% | +79.9% | -98.8% | -25.0% |
| 5Y | -15.9% | +207.9% | -223.7% | -24.7% |
| All | -15.9% | +213.6% | -229.5% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling