+2,171.4%
TECK vs DOC
+347.8%
+1,823.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.4% |
| 7D | -0.3% | -1.5% | +1.1% | +0.4% |
| 30D | +4.6% | -4.8% | +9.4% | +7.3% |
| 3M | +2.8% | +6.9% | -4.0% | -1.5% |
| 6M | +24.9% | +20.7% | +4.2% | +11.3% |
| YTD | +44.7% | +34.1% | +10.6% | +21.3% |
| 1Y | +112.0% | +22.6% | +89.3% | +84.9% |
| 3Y | +67.6% | +20.8% | +46.8% | +44.6% |
| 5Y | +200.3% | -24.9% | +225.2% | +229.4% |
| 10Y | +358.2% | -1.8% | +360.0% | +291.3% |
| All | +2,171.4% | +347.8% | +1,823.6% | +959.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling