-5.2%
DASH vs VALE
+27.0%
-32.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | +0.4% | +1.8% | -1.4% | 0.0% |
| 30D | -6.0% | -14.8% | +8.8% | -2.1% |
| 3M | -15.8% | -19.0% | +3.3% | -11.3% |
| 6M | +7.0% | -27.7% | +34.7% | +15.5% |
| YTD | -20.7% | -8.5% | -12.2% | -20.2% |
| 1Y | -8.5% | +2.6% | -11.2% | -11.0% |
| 3Y | +101.8% | +4.0% | +97.8% | +91.7% |
| 5Y | -9.6% | +51.2% | -60.8% | -21.3% |
| All | -5.2% | +27.0% | -32.2% | -20.0% |
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