+2,641.3%
ROP vs TECK
+2,171.4%
+469.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | +3.2% | +4.6% | -1.4% | +2.3% |
| 3M | +23.1% | +2.8% | +20.2% | +21.5% |
| 6M | +13.3% | +24.9% | -11.6% | +7.1% |
| YTD | -7.9% | +44.7% | -52.6% | -15.9% |
| 1Y | -22.1% | +112.0% | -134.0% | -34.2% |
| 3Y | -16.8% | +67.6% | -84.4% | -28.7% |
| 5Y | -13.5% | +200.3% | -213.9% | -37.1% |
| 10Y | +137.7% | +358.2% | -220.5% | +40.3% |
| All | +2,641.3% | +2,171.4% | +469.9% | +1,055.1% |
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 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