+122.8%
DAL vs VALE
+243.5%
-120.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.7% |
| 7D | +8.8% | +1.8% | +7.0% | +8.2% |
| 30D | +5.4% | -14.8% | +20.2% | +11.2% |
| 3M | -4.9% | -19.0% | +14.1% | +1.7% |
| 6M | +19.8% | -27.7% | +47.6% | +33.0% |
| YTD | +27.0% | -8.5% | +35.5% | +28.6% |
| 1Y | +52.5% | +2.6% | +49.8% | +48.1% |
| 3Y | +173.8% | +4.0% | +169.8% | +160.1% |
| 5Y | +104.5% | +51.2% | +53.3% | +59.2% |
| All | +122.8% | +243.5% | -120.6% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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