-5.1%
DASH vs VALE
+25.4%
-30.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.2% | -9.6% | -9.4% |
| 7D | +0.5% | +2.4% | -1.9% | -0.1% |
| 30D | -7.1% | -18.7% | +11.6% | -2.0% |
| 3M | -13.2% | -21.2% | +8.0% | -8.0% |
| 6M | +8.3% | -26.1% | +34.4% | +16.2% |
| YTD | -20.6% | -9.6% | -10.9% | -19.8% |
| 1Y | -24.4% | +0.7% | -25.1% | -26.1% |
| 3Y | +94.5% | +3.3% | +91.2% | +85.1% |
| 5Y | -9.4% | +49.4% | -58.8% | -21.0% |
| All | -5.1% | +25.4% | -30.5% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling