+155.0%
DPZ vs TECK
+351.3%
-196.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | -7.0% | +4.6% | -11.6% | -7.3% |
| 3M | +11.6% | +2.8% | +8.8% | +11.2% |
| 6M | -15.2% | +24.9% | -40.1% | -17.0% |
| YTD | -17.2% | +44.7% | -62.0% | -20.1% |
| 1Y | -24.8% | +112.0% | -136.8% | -29.8% |
| 3Y | -8.7% | +67.6% | -76.3% | -13.8% |
| 5Y | -28.9% | +200.3% | -229.3% | -35.6% |
| All | +155.0% | +351.3% | -196.3% | +113.3% |
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