+754.6%
DIA vs VALE
+1,645.1%
-890.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +2.1% | -3.2% | +5.3% | +2.8% |
| 30D | +1.5% | -15.1% | +16.5% | +5.0% |
| 3M | -2.4% | -18.7% | +16.3% | +1.8% |
| 6M | +6.0% | -31.5% | +37.4% | +14.4% |
| YTD | +10.1% | -11.4% | +21.5% | +11.8% |
| 1Y | +11.8% | -1.9% | +13.7% | +11.0% |
| 3Y | +59.7% | +1.7% | +58.0% | +55.1% |
| 5Y | +57.9% | +35.4% | +22.5% | +38.8% |
| 10Y | +236.2% | +204.8% | +31.4% | +127.9% |
| All | +754.6% | +1,645.1% | -890.5% | +247.7% |
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