+50.5%
DRAM vs TECK
+28.5%
+22.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.0% | -0.6% | -1.4% |
| 7D | -9.8% | +3.1% | -12.9% | -12.2% |
| 30D | -26.9% | -5.0% | -22.0% | -22.3% |
| 3M | -17.4% | -2.6% | -14.9% | -16.3% |
| 6M | -20.9% | 0.0% | -20.8% | -21.7% |
| All | +50.5% | +28.5% | +22.0% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling