+150.6%
TECK vs RCAT
+63.2%
+87.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | -2.4% |
| 7D | +1.7% | -5.6% | +7.3% | +1.9% |
| 30D | -7.6% | -27.0% | +19.4% | -5.9% |
| 3M | -5.9% | -57.9% | +52.0% | -0.9% |
| 6M | -2.8% | -59.4% | +56.6% | +1.9% |
| YTD | +31.8% | -46.9% | +78.7% | +35.7% |
| 1Y | +49.1% | -54.0% | +103.2% | +54.0% |
| 3Y | +83.0% | +378.4% | -295.4% | +70.2% |
| 5Y | +150.6% | +61.9% | +88.7% | +148.4% |
| All | +150.6% | +63.2% | +87.4% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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