+66.4%
DOCN vs TECK
+236.7%
-170.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.1% | -8.8% | -12.9% |
| 7D | -29.3% | -6.0% | -23.3% | -27.2% |
| 30D | -46.0% | -10.7% | -35.3% | -43.0% |
| 3M | -43.2% | -9.2% | -34.0% | -40.4% |
| 6M | -53.7% | +3.9% | -57.7% | -54.1% |
| YTD | +46.9% | +25.7% | +21.3% | +33.1% |
| 1Y | +54.3% | +44.3% | +10.0% | +32.1% |
| 3Y | +185.5% | +65.7% | +119.8% | +126.7% |
| 5Y | -31.1% | +136.6% | -167.7% | -51.7% |
| All | +66.4% | +236.7% | -170.4% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling