+60.3%
TECK vs DKS
-39.2%
+99.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -3.8% | -3.0% | -0.9% | -3.5% |
| 30D | +0.7% | -33.4% | +34.1% | +6.9% |
| 3M | +4.6% | -39.4% | +44.0% | +13.9% |
| 6M | +25.1% | -30.1% | +55.2% | +28.9% |
| YTD | +39.2% | -31.0% | +70.1% | +43.6% |
| 1Y | +60.3% | -40.2% | +100.5% | +68.6% |
| All | +60.3% | -39.2% | +99.5% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling