-99.9%
DFNS vs VALE
+53.3%
-153.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.6% |
| 7D | +0.8% | +2.9% | -2.1% | +1.1% |
| 30D | -73.2% | +8.8% | -82.0% | -72.9% |
| 3M | -72.4% | +6.8% | -79.2% | -72.1% |
| 6M | -95.2% | +6.9% | -102.1% | -95.1% |
| YTD | -98.0% | +22.8% | -120.8% | -97.9% |
| 1Y | -98.3% | +61.3% | -159.5% | -98.2% |
| 3Y | -99.9% | +53.3% | -153.2% | -99.9% |
| All | -99.9% | +53.3% | -153.2% | -99.9% |
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