+467.1%
DDOG vs VALE
+151.2%
+315.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -10.1% | +1.6% | -11.7% | -10.6% |
| 30D | -24.8% | +5.1% | -29.9% | -25.7% |
| 3M | -12.6% | -0.4% | -12.2% | -12.8% |
| 6M | +79.9% | -2.2% | +82.2% | +79.3% |
| YTD | +56.6% | +20.5% | +36.0% | +47.4% |
| 1Y | +61.6% | +61.2% | +0.4% | +41.1% |
| 3Y | +117.9% | +43.1% | +74.7% | +92.7% |
| 5Y | +54.2% | +34.0% | +20.3% | +35.7% |
| All | +467.1% | +151.2% | +315.8% | +282.2% |
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