+929.9%
DUK vs TECK
+2,212.2%
-1,282.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -0.1% | +4.9% | -5.0% | -0.4% |
| 30D | +0.2% | +5.2% | -4.9% | -0.1% |
| 3M | -1.9% | +13.8% | -15.7% | -2.9% |
| 6M | -6.5% | +38.5% | -45.0% | -9.0% |
| YTD | +5.4% | +47.3% | -41.9% | +2.0% |
| 1Y | +3.6% | +81.0% | -77.4% | -1.4% |
| 3Y | +48.1% | +79.9% | -31.7% | +39.3% |
| 5Y | +39.6% | +207.9% | -168.3% | +23.9% |
| 10Y | +131.8% | +389.5% | -257.6% | +87.2% |
| All | +929.9% | +2,212.2% | -1,282.2% | +626.3% |
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