+132.0%
DPZ vs TECK
+218.8%
-86.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.5% | -1.2% | -2.3% | -3.5% |
| 30D | +5.7% | -5.7% | +11.4% | +6.1% |
| 3M | -7.5% | -3.6% | -3.9% | -7.4% |
| 6M | +6.2% | -2.2% | +8.4% | +6.0% |
| YTD | -19.8% | +33.6% | -53.3% | -22.2% |
| 1Y | -18.0% | +49.0% | -66.9% | -21.2% |
| 3Y | -8.8% | +85.4% | -94.2% | -14.4% |
| 5Y | -30.2% | +138.5% | -168.7% | -35.8% |
| 10Y | +132.0% | +218.0% | -86.0% | +101.0% |
| All | +132.0% | +218.8% | -86.8% | +101.0% |
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