+63.6%
DIA vs VALE
+43.3%
+20.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | -2.7% | +6.7% | -9.3% | -3.7% |
| 3M | +3.3% | +4.9% | -1.6% | +2.4% |
| 6M | +10.4% | +3.6% | +6.8% | +9.5% |
| YTD | +10.0% | +21.9% | -11.9% | +6.2% |
| 1Y | +16.2% | +61.6% | -45.4% | +7.5% |
| 3Y | +58.7% | +52.1% | +6.6% | +46.3% |
| 5Y | +63.6% | +43.2% | +20.4% | +54.3% |
| All | +63.6% | +43.3% | +20.3% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling