+179.2%
TECK vs DKS
+12.8%
+166.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -6.3% |
| 7D | -4.2% | -4.7% | +0.5% | -3.3% |
| 30D | -0.4% | -35.1% | +34.7% | +7.9% |
| 3M | +10.1% | -37.7% | +47.9% | +20.1% |
| 6M | +26.0% | -30.7% | +56.7% | +33.5% |
| YTD | +38.0% | -31.9% | +70.0% | +46.6% |
| 1Y | +63.8% | -40.0% | +103.8% | +78.9% |
| 3Y | +68.5% | +28.4% | +40.1% | +53.5% |
| 5Y | +179.2% | +12.4% | +166.8% | +153.2% |
| All | +179.2% | +12.8% | +166.4% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling