-38.7%
DOCS vs TECK
+186.2%
-224.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | +17.4% | -7.5% | +24.9% | +19.5% |
| 3M | +57.4% | -8.4% | +65.8% | +59.8% |
| 6M | +26.5% | -2.2% | +28.8% | +25.2% |
| YTD | -26.6% | +26.8% | -53.4% | -33.6% |
| 1Y | -48.1% | +46.5% | -94.6% | -55.1% |
| 3Y | +52.6% | +69.0% | -16.4% | +22.1% |
| 5Y | -52.1% | +138.8% | -190.9% | -68.7% |
| All | -38.7% | +186.2% | -224.8% | -64.7% |
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