+2,171.4%
TECK vs RCAT
-100.0%
+2,271.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +4.6% | -3.3% | +8.0% | +4.6% |
| 3M | +2.8% | -43.2% | +46.1% | +3.1% |
| 6M | +24.9% | -43.2% | +68.1% | +25.1% |
| YTD | +44.7% | +5.5% | +39.2% | +44.6% |
| 1Y | +112.0% | -1.6% | +113.6% | +111.6% |
| 3Y | +67.6% | +773.7% | -706.1% | +65.2% |
| 5Y | +200.3% | +187.6% | +12.7% | +196.5% |
| 10Y | +358.2% | -98.5% | +456.7% | +324.7% |
| All | +2,171.4% | -100.0% | +2,271.4% | +1,436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling