+467.1%
DDOG vs TECK
+322.7%
+144.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -10.1% | -0.3% | -9.8% | -10.1% |
| 30D | -24.8% | +4.6% | -29.4% | -25.5% |
| 3M | -12.6% | +2.8% | -15.4% | -13.5% |
| 6M | +79.9% | +24.9% | +55.0% | +70.6% |
| YTD | +56.6% | +44.7% | +11.8% | +43.6% |
| 1Y | +61.6% | +112.0% | -50.4% | +37.2% |
| 3Y | +117.9% | +67.6% | +50.3% | +89.2% |
| 5Y | +54.2% | +200.3% | -146.1% | +21.6% |
| All | +467.1% | +322.7% | +144.3% | +270.1% |
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