+214.6%
TECK vs DOC
+15.7%
+198.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -0.2% | +6.5% | -6.7% | -2.7% |
| 30D | -7.5% | +9.2% | -16.7% | -10.9% |
| 3M | -8.4% | -2.5% | -5.9% | -7.7% |
| 6M | -2.2% | +7.1% | -9.3% | -5.7% |
| YTD | +26.8% | +33.0% | -6.2% | +10.9% |
| 1Y | +46.5% | +23.3% | +23.3% | +32.0% |
| 3Y | +69.0% | +44.9% | +24.1% | +40.7% |
| 5Y | +138.8% | -21.6% | +160.4% | +152.3% |
| All | +214.6% | +15.7% | +198.9% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling