-5.2%
DASH vs TECK
+257.6%
-262.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.7% |
| 30D | -6.0% | -7.5% | +1.5% | -4.1% |
| 3M | -15.8% | -8.4% | -7.3% | -14.1% |
| 6M | +7.0% | -2.2% | +9.2% | +6.0% |
| YTD | -20.7% | +26.8% | -47.5% | -27.6% |
| 1Y | -8.5% | +46.5% | -55.1% | -20.0% |
| 3Y | +101.8% | +69.0% | +32.8% | +64.5% |
| 5Y | -9.6% | +138.8% | -148.3% | -32.2% |
| All | -5.2% | +257.6% | -262.8% | -34.7% |
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