+349.0%
TECK vs RRX
+228.4%
+120.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -1.2% |
| 7D | -3.8% | -0.3% | -3.5% | -3.6% |
| 30D | +0.7% | -6.1% | +6.9% | +4.2% |
| 3M | +4.6% | -23.1% | +27.7% | +18.4% |
| 6M | +25.1% | -19.5% | +44.6% | +36.8% |
| YTD | +39.2% | +16.1% | +23.1% | +20.7% |
| 1Y | +60.3% | +12.9% | +47.4% | +39.6% |
| 3Y | +62.9% | +7.9% | +55.0% | +33.1% |
| 5Y | +181.5% | +19.1% | +162.4% | +100.0% |
| All | +349.0% | +228.4% | +120.6% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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