-3.6%
DDOG vs VALE
+35.2%
-38.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +2.9% | -3.2% | +6.1% | +3.5% |
| 30D | -31.6% | -15.1% | -16.6% | -29.4% |
| 3M | -27.0% | -18.7% | -8.3% | -24.2% |
| 6M | -10.3% | -31.5% | +21.2% | -3.4% |
| YTD | +35.4% | -11.4% | +46.9% | +35.2% |
| 1Y | -1.0% | -1.9% | +0.9% | -3.9% |
| 3Y | +76.7% | +1.7% | +75.0% | +66.9% |
| All | -3.6% | +35.2% | -38.8% | -12.4% |
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