+52.6%
DOCS vs TECK
+66.4%
-13.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +19.2% |
| 3M | +57.4% | -8.4% | +65.8% | +59.4% |
| 6M | +26.5% | -2.2% | +28.8% | +25.3% |
| YTD | -26.6% | +26.8% | -53.4% | -33.9% |
| 1Y | -48.1% | +46.5% | -94.6% | -55.7% |
| 3Y | +52.6% | +69.0% | -16.4% | +9.0% |
| All | +52.6% | +66.4% | -13.7% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling