+214.1%
TECK vs DAR
+298.4%
-84.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -1.2% |
| 7D | -1.2% | +3.6% | -4.8% | -2.9% |
| 30D | -5.7% | -11.3% | +5.5% | -0.1% |
| 3M | -3.6% | -13.1% | +9.5% | +2.1% |
| 6M | -2.2% | -15.1% | +12.9% | +3.8% |
| YTD | +33.6% | +50.5% | -16.9% | +4.4% |
| 1Y | +49.0% | +57.9% | -8.9% | +13.3% |
| 3Y | +85.4% | +28.9% | +56.5% | +45.0% |
| 5Y | +138.5% | -31.4% | +169.9% | +159.3% |
| All | +214.1% | +298.4% | -84.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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