+171.8%
DLR vs TECK
+373.8%
-202.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.4% | -1.3% |
| 7D | -1.3% | -4.2% | +3.0% | -0.9% |
| 30D | -2.9% | -0.4% | -2.5% | -2.9% |
| 3M | +3.2% | +10.1% | -6.9% | +1.9% |
| 6M | +3.9% | +26.0% | -22.1% | +0.9% |
| YTD | +21.4% | +38.0% | -16.6% | +16.6% |
| 1Y | +9.7% | +63.8% | -54.1% | +3.3% |
| 3Y | +56.5% | +68.5% | -12.0% | +45.3% |
| 5Y | +41.5% | +179.2% | -137.7% | +25.2% |
| All | +171.8% | +373.8% | -202.1% | +112.6% |
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