+5,666.8%
DPZ vs TECK
+819.0%
+4,847.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.3% | +1.3% |
| 7D | +9.5% | -6.0% | +15.5% | +10.4% |
| 30D | +12.8% | -10.7% | +23.5% | +14.5% |
| 3M | -6.2% | -9.2% | +2.9% | -5.2% |
| 6M | +4.3% | +3.9% | +0.3% | +2.6% |
| YTD | -16.6% | +25.7% | -42.3% | -20.9% |
| 1Y | -12.8% | +44.3% | -57.1% | -19.1% |
| 3Y | -0.8% | +65.7% | -66.6% | -11.7% |
| 5Y | -25.8% | +136.6% | -162.4% | -39.5% |
| 10Y | +130.9% | +221.4% | -90.5% | +59.5% |
| All | +5,666.8% | +819.0% | +4,847.8% | +2,314.1% |
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