-100.0%
DFNS vs VALE
+8.6%
-108.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -2.6% |
| 7D | -42.8% | +5.6% | -48.4% | -42.3% |
| 30D | -67.6% | -12.1% | -55.4% | -67.7% |
| 3M | -94.9% | -16.3% | -78.6% | -94.9% |
| 6M | -96.7% | -26.0% | -70.8% | -96.7% |
| YTD | -99.6% | -5.5% | -94.1% | -99.6% |
| 1Y | -99.7% | +6.7% | -106.4% | -99.7% |
| All | -100.0% | +8.6% | -108.5% | -100.0% |
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