-11.3%
DASH vs TECK
+52.7%
-64.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.2% | -0.4% |
| 7D | -4.8% | +3.1% | -7.9% | -5.1% |
| 30D | -7.9% | -5.0% | -2.9% | -7.5% |
| 3M | -16.3% | -2.6% | -13.7% | -16.3% |
| 6M | +10.4% | 0.0% | +10.4% | +9.9% |
| YTD | -20.1% | +35.6% | -55.7% | -25.0% |
| All | -11.3% | +52.7% | -64.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling