+164.6%
DOCN vs TECK
+287.8%
-123.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +1.1% | -0.3% | +1.5% | +1.3% |
| 30D | -9.6% | +4.6% | -14.3% | -11.3% |
| 3M | -37.7% | +2.8% | -40.5% | -38.7% |
| 6M | +115.2% | +24.9% | +90.3% | +95.2% |
| YTD | +133.7% | +44.7% | +89.0% | +98.2% |
| 1Y | +250.2% | +112.0% | +138.2% | +154.6% |
| 3Y | +320.3% | +67.6% | +252.7% | +224.7% |
| 5Y | +53.1% | +200.3% | -147.2% | -2.1% |
| All | +164.6% | +287.8% | -123.2% | +54.0% |
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