-37.3%
DOCS vs TECK
+201.4%
-238.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | -4.2% | -1.2% | -3.0% | -4.0% |
| 30D | +8.6% | -5.7% | +14.4% | +10.0% |
| 3M | +27.2% | -3.6% | +30.8% | +27.5% |
| 6M | +26.5% | -2.2% | +28.7% | +25.3% |
| YTD | -25.0% | +33.6% | -58.5% | -33.0% |
| 1Y | -37.0% | +49.0% | -86.0% | -45.6% |
| 3Y | +39.4% | +85.4% | -46.0% | +9.0% |
| 5Y | -56.7% | +138.5% | -195.2% | -71.5% |
| All | -37.3% | +201.4% | -238.7% | -64.4% |
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 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