+2,171.4%
TECK vs DRI
+2,038.0%
+133.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | +4.6% | +3.8% | +0.8% | +2.7% |
| 3M | +2.8% | +13.0% | -10.2% | -3.4% |
| 6M | +24.9% | +8.3% | +16.6% | +19.2% |
| YTD | +44.7% | +20.6% | +24.1% | +31.1% |
| 1Y | +112.0% | +6.5% | +105.5% | +102.5% |
| 3Y | +67.6% | +53.7% | +13.9% | +32.9% |
| 5Y | +200.3% | +72.7% | +127.7% | +119.7% |
| 10Y | +358.2% | +363.2% | -4.9% | +88.8% |
| All | +2,171.4% | +2,038.0% | +133.4% | +405.8% |
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