+1,881.2%
TECK vs DRI
+2,173.3%
-292.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -0.4% | +1.1% | -1.5% | -0.9% |
| 30D | -7.1% | +9.7% | -16.8% | -10.8% |
| 3M | -5.5% | +3.2% | -8.6% | -7.1% |
| 6M | -9.7% | +20.6% | -30.3% | -17.9% |
| YTD | +26.3% | +28.3% | -2.0% | +11.0% |
| 1Y | +44.4% | +34.5% | +9.8% | +24.1% |
| 3Y | +70.1% | +66.5% | +3.5% | +29.8% |
| 5Y | +125.8% | +79.6% | +46.1% | +62.6% |
| 10Y | +200.6% | +333.8% | -133.2% | +27.4% |
| All | +1,881.2% | +2,173.3% | -292.1% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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