-27.5%
DPZ vs TECK
+134.3%
-161.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.1% |
| 3M | -6.2% | -8.4% | +2.3% | -5.5% |
| 6M | +4.2% | -2.2% | +6.5% | +3.8% |
| YTD | -18.4% | +26.8% | -45.2% | -21.9% |
| 1Y | -14.9% | +46.5% | -61.5% | -20.3% |
| 3Y | -4.6% | +69.0% | -73.7% | -13.5% |
| All | -27.5% | +134.3% | -161.8% | -36.8% |
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