-4.6%
DPZ vs TECK
+66.4%
-71.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | +10.3% | -7.5% | +17.8% | +11.0% |
| 3M | -6.2% | -8.4% | +2.3% | -5.5% |
| 6M | +4.2% | -2.2% | +6.5% | +3.9% |
| YTD | -18.4% | +26.8% | -45.2% | -22.4% |
| 1Y | -14.9% | +46.5% | -61.5% | -21.2% |
| 3Y | -4.6% | +69.0% | -73.7% | -11.5% |
| All | -4.6% | +66.4% | -71.0% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling