+138.9%
DPZ vs TECK
+203.4%
-64.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.7% |
| 7D | -2.5% | +2.1% | -4.6% | -2.6% |
| 30D | +12.5% | -8.9% | +21.4% | +13.2% |
| 3M | -5.2% | -7.1% | +1.9% | -4.9% |
| 6M | +8.8% | -7.0% | +15.8% | +8.9% |
| YTD | -18.7% | +28.3% | -47.0% | -20.9% |
| 1Y | -15.7% | +40.6% | -56.2% | -18.6% |
| 3Y | -7.5% | +78.2% | -85.7% | -12.9% |
| 5Y | -30.1% | +129.5% | -159.6% | -35.5% |
| All | +138.9% | +203.4% | -64.5% | +107.9% |
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