+617.4%
RVMD vs TECK
+463.0%
+154.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.4% | -2.4% |
| 7D | -1.2% | +7.8% | -9.0% | -3.1% |
| 30D | +1.1% | +8.3% | -7.2% | -1.1% |
| 3M | +39.6% | +16.1% | +23.5% | +33.8% |
| 6M | +110.7% | +42.9% | +67.8% | +90.1% |
| YTD | +160.3% | +50.8% | +109.5% | +128.8% |
| 1Y | +404.9% | +106.1% | +298.8% | +304.8% |
| 3Y | +545.5% | +84.0% | +461.4% | +416.0% |
| 5Y | +584.7% | +223.5% | +361.2% | +355.6% |
| All | +617.4% | +463.0% | +154.4% | +240.8% |
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