-99.6%
DFNS vs VALE
+3.0%
-102.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.1% | -22.4% | -17.3% |
| 7D | -27.7% | -0.3% | -27.3% | -27.4% |
| 30D | -58.0% | -19.2% | -38.7% | -59.4% |
| 3M | -94.0% | -20.7% | -73.3% | -94.2% |
| 6M | -94.6% | -25.8% | -68.8% | -94.7% |
| YTD | -99.4% | -9.8% | -89.7% | -99.5% |
| 1Y | -99.6% | +3.7% | -103.3% | -99.8% |
| All | -99.6% | +3.0% | -102.6% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling