+70.5%
DOCN vs TECK
+239.8%
-169.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | -19.2% | -0.2% | -18.9% | -18.9% |
| 30D | -43.1% | -7.5% | -35.5% | -40.7% |
| 3M | -40.7% | -8.4% | -32.3% | -38.0% |
| 6M | -55.0% | -2.2% | -52.7% | -54.3% |
| YTD | +50.6% | +26.8% | +23.8% | +35.9% |
| 1Y | +54.0% | +46.5% | +7.4% | +31.0% |
| 3Y | +203.9% | +69.0% | +134.9% | +139.6% |
| 5Y | -29.4% | +138.8% | -168.1% | -50.6% |
| All | +70.5% | +239.8% | -169.3% | +5.7% |
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