+19.1%
DASH vs TECK
+23.8%
-4.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.6% |
| 7D | -10.6% | -0.3% | -10.2% | -10.5% |
| 30D | +2.2% | +4.6% | -2.5% | +2.0% |
| 3M | +32.3% | +2.8% | +29.4% | +32.4% |
| 6M | +19.1% | +24.9% | -5.8% | +14.6% |
| All | +19.1% | +23.8% | -4.7% | +14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling