-99.9%
DFNS vs VALE
+142.5%
-242.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -16.0% | +1.6% | -17.6% | -15.9% |
| 30D | -77.7% | +5.1% | -82.8% | -77.6% |
| 3M | -77.2% | -0.4% | -76.8% | -77.1% |
| 6M | -95.2% | -2.2% | -93.0% | -95.1% |
| YTD | -98.0% | +20.5% | -118.5% | -98.0% |
| 1Y | -98.3% | +61.2% | -159.4% | -98.3% |
| 3Y | -99.9% | +43.1% | -143.0% | -99.9% |
| 5Y | -99.9% | +34.0% | -133.8% | -99.9% |
| All | -99.9% | +142.5% | -242.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling