+86.2%
DOCN vs TECK
+42.2%
+44.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.2% | +5.5% |
| 7D | +27.4% | +2.1% | +25.3% | +25.8% |
| 30D | -29.7% | -8.9% | -20.8% | -25.8% |
| 3M | -32.5% | -7.1% | -25.4% | -29.2% |
| 6M | -42.2% | -7.0% | -35.2% | -40.1% |
| YTD | +87.2% | +28.3% | +58.8% | +69.8% |
| 1Y | +86.2% | +40.6% | +45.7% | +62.5% |
| All | +86.2% | +42.2% | +44.0% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling