-51.1%
DOCS vs TECK
+131.0%
-182.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -2.7% |
| 7D | -1.3% | -6.0% | +4.6% | +0.1% |
| 30D | +19.4% | -10.7% | +30.1% | +22.4% |
| 3M | +53.4% | -9.2% | +62.6% | +55.9% |
| 6M | +28.8% | +3.9% | +24.8% | +25.3% |
| YTD | -25.1% | +25.7% | -50.7% | -31.9% |
| 1Y | -48.1% | +44.3% | -92.4% | -54.9% |
| 3Y | +51.4% | +65.7% | -14.4% | +22.1% |
| 5Y | -51.1% | +136.6% | -187.7% | -72.4% |
| All | -51.1% | +131.0% | -182.1% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling