+490.5%
DDOG vs TECK
+303.1%
+187.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -0.4% |
| 7D | +3.2% | -4.2% | +7.5% | +4.0% |
| 30D | -10.2% | -0.4% | -9.8% | -10.3% |
| 3M | -2.6% | +10.1% | -12.7% | -4.9% |
| 6M | +80.1% | +26.0% | +54.2% | +70.5% |
| YTD | +63.0% | +38.0% | +25.0% | +50.7% |
| 1Y | +59.4% | +63.8% | -4.4% | +42.2% |
| 3Y | +127.0% | +68.5% | +58.5% | +96.8% |
| 5Y | +61.7% | +179.2% | -117.5% | +29.0% |
| All | +490.5% | +303.1% | +187.3% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling