+5,872.5%
ROST vs TECK
+2,171.4%
+3,701.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | -8.9% | +4.6% | -13.5% | -9.4% |
| 3M | -0.8% | +2.8% | -3.7% | -1.6% |
| 6M | +8.5% | +24.9% | -16.4% | +4.6% |
| YTD | +28.6% | +44.7% | -16.2% | +21.3% |
| 1Y | +52.3% | +112.0% | -59.6% | +36.3% |
| 3Y | +94.8% | +67.6% | +27.3% | +76.5% |
| 5Y | +110.8% | +200.3% | -89.6% | +72.8% |
| 10Y | +304.5% | +358.2% | -53.7% | +195.1% |
| All | +5,872.5% | +2,171.4% | +3,701.1% | +3,602.9% |
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