+2,066.2%
TECK vs DGX
+834.7%
+1,231.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.5% | -5.5% |
| 7D | -4.2% | -3.5% | -0.8% | -2.6% |
| 30D | -0.4% | -2.7% | +2.3% | +1.0% |
| 3M | +10.1% | +13.9% | -3.7% | +3.4% |
| 6M | +26.0% | +16.0% | +10.0% | +16.6% |
| YTD | +38.0% | +34.9% | +3.1% | +18.4% |
| 1Y | +63.8% | +30.6% | +33.2% | +42.1% |
| 3Y | +68.5% | +93.0% | -24.5% | +18.1% |
| 5Y | +179.2% | +64.4% | +114.8% | +107.8% |
| 10Y | +358.6% | +248.1% | +110.5% | +118.1% |
| All | +2,066.2% | +834.7% | +1,231.5% | +681.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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