+188.5%
TECK vs DOCU
+111.8%
+76.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +2.3% | -3.7% | +6.0% | +2.8% |
| 30D | -5.0% | +15.0% | -20.0% | -7.0% |
| 3M | -0.3% | +39.9% | -40.2% | -5.4% |
| 6M | +13.9% | +66.2% | -52.3% | +4.6% |
| YTD | +35.2% | +17.7% | +17.5% | +30.0% |
| 1Y | +57.5% | +13.7% | +43.9% | +52.1% |
| 3Y | +78.3% | +95.9% | -17.6% | +55.0% |
| 5Y | +150.2% | -71.7% | +221.9% | +164.6% |
| All | +188.5% | +111.8% | +76.6% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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