+121.1%
DPZ vs TECK
+221.5%
-100.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.0% | -7.0% | -0.5% |
| 7D | +3.7% | +3.1% | +0.6% | +3.4% |
| 30D | +8.0% | -5.0% | +13.0% | +8.3% |
| 3M | -4.2% | -2.6% | -1.6% | -4.1% |
| 6M | +4.6% | 0.0% | +4.6% | +4.2% |
| YTD | -18.4% | +35.6% | -54.1% | -21.0% |
| 1Y | -16.8% | +58.1% | -74.9% | -20.4% |
| 3Y | -5.0% | +93.3% | -98.4% | -11.1% |
| 5Y | -27.8% | +153.7% | -181.5% | -33.8% |
| 10Y | +121.1% | +226.7% | -105.7% | +90.6% |
| All | +121.1% | +221.5% | -100.5% | +90.6% |
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