-50.3%
DOCS vs TECK
+226.6%
-276.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | +21.8% | +4.6% | +17.2% | +20.3% |
| 3M | +27.3% | +2.8% | +24.4% | +25.4% |
| 6M | -0.3% | +24.9% | -25.2% | -7.4% |
| YTD | -40.5% | +44.7% | -85.2% | -47.6% |
| 1Y | -61.5% | +112.0% | -173.5% | -69.9% |
| 3Y | +8.2% | +67.6% | -59.4% | -12.9% |
| 5Y | -73.4% | +200.3% | -273.8% | -83.9% |
| All | -50.3% | +226.6% | -276.9% | -72.2% |
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