+475.0%
DINO vs TECK
+377.7%
+97.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.3% | -3.8% | +6.2% | +3.5% |
| 30D | +22.6% | +0.7% | +21.9% | +22.0% |
| 3M | +55.2% | +4.6% | +50.6% | +51.3% |
| 6M | +93.8% | +25.1% | +68.6% | +74.8% |
| YTD | +139.5% | +39.2% | +100.3% | +106.3% |
| 1Y | +115.3% | +60.3% | +55.0% | +75.1% |
| 3Y | +98.8% | +62.9% | +35.9% | +55.1% |
| 5Y | +333.5% | +181.5% | +152.0% | +164.3% |
| All | +475.0% | +377.7% | +97.3% | +186.6% |
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 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