+181.2%
DLR vs TECK
+198.5%
-17.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +3.3% | -0.4% | +3.8% | +3.3% |
| 30D | +4.6% | -7.1% | +11.7% | +5.4% |
| 3M | -8.3% | -5.5% | -2.8% | -7.8% |
| 6M | -5.6% | -9.7% | +4.1% | -4.9% |
| YTD | +18.7% | +26.3% | -7.5% | +15.1% |
| 1Y | +17.1% | +44.4% | -27.3% | +11.9% |
| 3Y | +54.4% | +70.1% | -15.7% | +43.6% |
| 5Y | +36.5% | +125.8% | -89.3% | +23.2% |
| All | +181.2% | +198.5% | -17.3% | +128.1% |
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 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