+1,881.2%
TECK vs RVTY
+2,114.8%
-233.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -0.7% |
| 7D | -0.4% | -0.5% | 0.0% | -0.1% |
| 30D | -7.1% | +1.5% | -8.7% | -8.2% |
| 3M | -5.5% | +31.5% | -36.9% | -19.9% |
| 6M | -9.7% | +62.7% | -72.4% | -32.8% |
| YTD | +26.3% | +60.0% | -33.7% | -6.8% |
| 1Y | +44.4% | +65.7% | -21.3% | +4.1% |
| 3Y | +70.1% | +85.2% | -15.1% | +9.3% |
| 5Y | +125.8% | -14.9% | +140.7% | +115.5% |
| 10Y | +200.6% | +211.9% | -11.3% | +22.5% |
| All | +1,881.2% | +2,114.8% | -233.6% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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