+1,881.2%
TECK vs DD
+480.3%
+1,400.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -0.4% | +5.0% | -5.4% | -4.1% |
| 30D | -7.1% | +19.7% | -26.8% | -19.7% |
| 3M | -5.5% | +7.2% | -12.7% | -11.3% |
| 6M | -9.7% | +1.0% | -10.7% | -11.3% |
| YTD | +26.3% | +29.1% | -2.8% | +2.2% |
| 1Y | +44.4% | +28.5% | +15.9% | +17.1% |
| 3Y | +70.1% | +89.4% | -19.4% | -2.2% |
| 5Y | +125.8% | +67.1% | +58.6% | +41.0% |
| 10Y | +200.6% | +97.5% | +103.1% | +52.8% |
| All | +1,881.2% | +480.3% | +1,400.9% | +489.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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