+575.9%
TECK vs RPRX
+52.7%
+523.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -3.8% | -8.4% | +4.5% | -1.9% |
| 30D | +0.7% | -0.6% | +1.4% | +0.8% |
| 3M | +4.6% | +6.4% | -1.8% | +2.7% |
| 6M | +25.1% | +26.6% | -1.5% | +17.4% |
| YTD | +39.2% | +53.8% | -14.6% | +24.3% |
| 1Y | +60.3% | +62.8% | -2.5% | +40.9% |
| 3Y | +62.9% | +118.0% | -55.1% | +31.6% |
| 5Y | +181.5% | +71.2% | +110.3% | +144.0% |
| All | +575.9% | +52.7% | +523.2% | +488.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling