+67.3%
DVN vs TECK
+377.7%
-310.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +4.5% | -3.8% | +8.4% | +6.2% |
| 30D | +12.0% | +0.7% | +11.2% | +10.9% |
| 3M | +13.4% | +4.6% | +8.8% | +8.3% |
| 6M | +12.1% | +25.1% | -13.0% | -5.8% |
| YTD | +38.8% | +39.2% | -0.3% | +8.1% |
| 1Y | +46.0% | +60.3% | -14.3% | +3.7% |
| 3Y | +9.5% | +62.9% | -53.4% | -28.8% |
| 5Y | +125.3% | +181.5% | -56.2% | -1.4% |
| All | +67.3% | +377.7% | -310.4% | -50.5% |
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 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