-28.9%
DPZ vs TECK
+130.0%
-158.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.7% |
| 7D | +2.2% | -0.4% | +2.7% | +2.2% |
| 30D | +15.5% | -7.1% | +22.6% | +16.2% |
| 3M | -2.0% | -5.5% | +3.5% | -1.7% |
| 6M | +12.1% | -9.7% | +21.9% | +12.7% |
| YTD | -16.6% | +26.3% | -42.8% | -20.2% |
| 1Y | -14.6% | +44.4% | -58.9% | -19.8% |
| 3Y | -4.1% | +70.1% | -74.2% | -13.1% |
| All | -28.9% | +130.0% | -158.8% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling