+490.5%
DDOG vs VALE
+151.4%
+339.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | -10.2% | +9.7% | -19.9% | -12.3% |
| 3M | -2.6% | +5.3% | -7.9% | -4.1% |
| 6M | +80.1% | +0.5% | +79.6% | +78.5% |
| YTD | +63.0% | +20.6% | +42.4% | +53.4% |
| 1Y | +59.4% | +57.6% | +1.8% | +40.0% |
| 3Y | +127.0% | +50.6% | +76.5% | +98.2% |
| 5Y | +61.7% | +41.8% | +19.8% | +40.2% |
| All | +490.5% | +151.4% | +339.1% | +297.8% |
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