+2,171.4%
TECK vs RRC
+1,263.4%
+908.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -0.3% | +1.3% | -1.6% | -1.0% |
| 30D | +4.6% | +10.1% | -5.5% | 0.0% |
| 3M | +2.8% | +4.0% | -1.2% | +0.2% |
| 6M | +24.9% | +1.6% | +23.3% | +21.4% |
| YTD | +44.7% | +19.7% | +25.0% | +29.6% |
| 1Y | +112.0% | +21.4% | +90.6% | +86.8% |
| 3Y | +67.6% | +29.7% | +37.9% | +38.5% |
| 5Y | +200.3% | +153.9% | +46.5% | +61.9% |
| 10Y | +358.2% | +10.8% | +347.4% | +157.1% |
| All | +2,171.4% | +1,263.4% | +908.0% | +770.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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