+1,145.9%
DELL vs VALE
+40.3%
+1,105.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +12.1% |
| 7D | +8.2% | -0.3% | +8.5% | +8.3% |
| 30D | +17.1% | +8.6% | +8.5% | +14.3% |
| 3M | +45.2% | +2.0% | +43.2% | +44.2% |
| 6M | +286.8% | +2.1% | +284.7% | +283.1% |
| YTD | +354.8% | +20.2% | +334.6% | +328.2% |
| 1Y | +358.3% | +55.2% | +303.1% | +300.6% |
| 3Y | +724.9% | +45.9% | +679.0% | +617.8% |
| All | +1,145.9% | +40.3% | +1,105.6% | +966.6% |
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 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