+115.3%
DDOG vs VALE
+53.3%
+62.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -6.1% | +2.9% | -9.0% | -6.6% |
| 30D | -10.1% | +8.8% | -18.9% | -11.4% |
| 3M | -9.3% | +6.8% | -16.0% | -10.3% |
| 6M | +67.2% | +6.9% | +60.3% | +64.1% |
| YTD | +54.6% | +22.8% | +31.8% | +45.5% |
| 1Y | +54.1% | +61.3% | -7.2% | +35.4% |
| 3Y | +115.3% | +53.3% | +62.0% | +78.6% |
| All | +115.3% | +53.3% | +62.0% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling