-25.9%
DPZ vs TECK
+132.1%
-158.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.3% | +1.0% |
| 7D | +9.5% | -6.0% | +15.5% | +10.2% |
| 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% | -20.1% |
| 1Y | -12.8% | +44.3% | -57.1% | -18.2% |
| 3Y | -0.8% | +65.7% | -66.6% | -9.9% |
| All | -25.9% | +132.1% | -158.1% | -35.4% |
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