+5,622.1%
DPZ vs TECK
+958.6%
+4,663.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | -7.0% | +4.6% | -11.6% | -7.6% |
| 3M | +11.6% | +2.8% | +8.8% | +10.6% |
| 6M | -15.2% | +24.9% | -40.1% | -18.9% |
| YTD | -17.2% | +44.7% | -62.0% | -22.9% |
| 1Y | -24.8% | +112.0% | -136.8% | -34.3% |
| 3Y | -8.7% | +67.6% | -76.3% | -18.8% |
| 5Y | -28.9% | +200.3% | -229.3% | -44.2% |
| 10Y | +153.6% | +358.2% | -204.6% | +64.6% |
| All | +5,622.1% | +958.6% | +4,663.6% | +2,251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling