+247.6%
DIA vs VALE
+526.3%
-278.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -2.0% | +8.6% | -10.7% | -3.8% |
| 3M | +3.6% | +2.0% | +1.6% | +2.9% |
| 6M | +11.5% | +2.1% | +9.4% | +10.5% |
| YTD | +10.4% | +20.2% | -9.9% | +5.1% |
| 1Y | +15.6% | +55.2% | -39.6% | +4.0% |
| 3Y | +58.9% | +45.9% | +13.0% | +42.7% |
| 5Y | +65.3% | +41.4% | +24.0% | +44.1% |
| All | +247.6% | +526.3% | -278.7% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling