+103.1%
DOCN vs TECK
+238.3%
-135.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.5% |
| 7D | +19.1% | -0.4% | +19.5% | +19.3% |
| 30D | -21.0% | -7.1% | -13.9% | -18.1% |
| 3M | -34.7% | -5.5% | -29.3% | -32.6% |
| 6M | -45.8% | -9.7% | -36.1% | -43.3% |
| YTD | +79.4% | +26.3% | +53.1% | +62.2% |
| 1Y | +91.0% | +44.4% | +46.6% | +63.4% |
| 3Y | +237.5% | +70.1% | +167.4% | +166.0% |
| 5Y | -30.4% | +125.8% | -156.2% | -50.7% |
| All | +103.1% | +238.3% | -135.2% | +26.1% |
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