+7.4%
DASH vs VALE
+34.7%
-27.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.6% |
| 7D | -10.6% | +1.6% | -12.2% | -10.9% |
| 30D | +2.2% | +5.1% | -3.0% | +0.7% |
| 3M | +32.3% | -0.4% | +32.7% | +32.0% |
| 6M | +19.1% | -2.2% | +21.3% | +19.0% |
| YTD | -6.5% | +20.5% | -27.0% | -12.2% |
| 1Y | -14.9% | +61.2% | -76.1% | -26.4% |
| 3Y | +151.9% | +43.1% | +108.8% | +120.5% |
| All | +7.4% | +34.7% | -27.2% | -5.4% |
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