-95.2%
DFNS vs VALE
-3.3%
-91.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.4% |
| 7D | -16.0% | +1.6% | -17.6% | -14.6% |
| 30D | -77.7% | +5.1% | -82.8% | -76.1% |
| 3M | -77.2% | -0.4% | -76.8% | -74.9% |
| 6M | -95.2% | -2.2% | -93.0% | -94.5% |
| All | -95.2% | -3.3% | -91.8% | -94.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling