+1,968.8%
TECK vs DAR
+6,427.8%
-4,459.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.0% |
| 7D | +1.7% | -3.8% | +5.5% | +3.6% |
| 30D | -7.6% | -14.4% | +6.8% | -1.1% |
| 3M | -5.9% | -17.9% | +12.0% | +1.8% |
| 6M | -2.8% | -18.3% | +15.4% | +4.5% |
| YTD | +31.8% | +43.2% | -11.4% | +9.1% |
| 1Y | +49.1% | +57.7% | -8.6% | +17.8% |
| 3Y | +83.0% | +22.7% | +60.3% | +52.4% |
| 5Y | +150.6% | -34.0% | +184.6% | +171.7% |
| 10Y | +219.0% | +279.5% | -60.5% | +51.7% |
| All | +1,968.8% | +6,427.8% | -4,459.1% | +584.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling