-2.5%
DPZ vs TECK
+64.8%
-67.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.3% | +1.0% |
| 7D | +9.5% | -6.0% | +15.5% | +10.1% |
| 30D | +12.8% | -10.7% | +23.5% | +14.0% |
| 3M | -6.2% | -9.2% | +2.9% | -5.5% |
| 6M | +4.3% | +3.9% | +0.3% | +3.0% |
| YTD | -16.6% | +25.7% | -42.3% | -20.6% |
| 1Y | -12.8% | +44.3% | -57.1% | -19.1% |
| All | -2.5% | +64.8% | -67.4% | -9.4% |
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