+513.1%
TECK vs RPRX
+81.2%
+432.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -0.4% | +3.3% | -3.8% | -1.2% |
| 30D | -7.1% | +17.9% | -25.0% | -10.7% |
| 3M | -5.5% | +19.2% | -24.7% | -9.5% |
| 6M | -9.7% | +31.7% | -41.4% | -16.0% |
| YTD | +26.3% | +82.5% | -56.2% | +8.2% |
| 1Y | +44.4% | +78.4% | -34.1% | +24.4% |
| 3Y | +70.1% | +177.0% | -106.9% | +29.6% |
| 5Y | +125.8% | +86.5% | +39.3% | +90.2% |
| All | +513.1% | +81.2% | +432.0% | +411.7% |
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