+214.5%
TECK vs DUOL
+1.6%
+212.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -3.8% | -7.0% | +3.1% | -3.2% |
| 30D | +0.7% | +6.7% | -6.0% | -0.3% |
| 3M | +4.6% | +16.0% | -11.4% | +1.9% |
| 6M | +25.1% | +45.4% | -20.3% | +17.7% |
| YTD | +39.2% | -18.1% | +57.3% | +40.5% |
| 1Y | +60.3% | -53.6% | +113.9% | +73.6% |
| 3Y | +62.9% | -11.0% | +73.9% | +56.2% |
| 5Y | +181.5% | -17.1% | +198.6% | +155.9% |
| All | +214.5% | +1.6% | +212.8% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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