+52.7%
DRAM vs TECK
+19.6%
+33.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -1.1% |
| 7D | +7.9% | -0.4% | +8.4% | +8.5% |
| 30D | -15.4% | -7.1% | -8.3% | -7.8% |
| 3M | -25.5% | -5.5% | -20.1% | -22.0% |
| 6M | -22.3% | -9.7% | -12.6% | -14.5% |
| All | +52.7% | +19.6% | +33.2% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling