+59.9%
DDOG vs TECK
+213.6%
-153.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.3% | +9.4% | +7.7% |
| 7D | +7.7% | +4.9% | +2.8% | +6.4% |
| 30D | -13.6% | +5.2% | -18.8% | -14.9% |
| 3M | -0.9% | +13.8% | -14.7% | -4.6% |
| 6M | +75.2% | +38.5% | +36.7% | +59.2% |
| YTD | +65.7% | +47.3% | +18.3% | +46.8% |
| 1Y | +60.4% | +81.0% | -20.6% | +34.1% |
| 3Y | +130.7% | +79.9% | +50.8% | +86.0% |
| 5Y | +59.9% | +207.9% | -148.0% | +23.6% |
| All | +59.9% | +213.6% | -153.8% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling