+105.8%
DAL vs VALE
+34.7%
+71.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | -13.9% | +5.1% | -19.1% | -15.3% |
| 3M | +1.1% | -0.4% | +1.5% | +0.9% |
| 6M | +26.2% | -2.2% | +28.4% | +26.5% |
| YTD | +16.4% | +20.5% | -4.1% | +9.2% |
| 1Y | +33.9% | +61.2% | -27.3% | +15.5% |
| 3Y | +93.4% | +43.1% | +50.2% | +68.1% |
| All | +105.8% | +34.7% | +71.2% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling