-5.1%
DASH vs TECK
+254.4%
-259.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.1% | -2.3% | -7.6% |
| 7D | +0.5% | -6.0% | +6.5% | +2.3% |
| 30D | -7.1% | -10.7% | +3.6% | -4.3% |
| 3M | -13.2% | -9.2% | -4.0% | -11.3% |
| 6M | +8.3% | +3.9% | +4.4% | +5.4% |
| YTD | -20.6% | +25.7% | -46.2% | -27.3% |
| 1Y | -24.4% | +44.3% | -68.7% | -33.6% |
| 3Y | +94.5% | +65.7% | +28.8% | +59.4% |
| 5Y | -9.4% | +136.6% | -146.0% | -32.0% |
| All | -5.1% | +254.4% | -259.4% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling