+8.3%
DIS vs VALE
+3.0%
+5.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.8% |
| 7D | +9.1% | -0.3% | +9.4% | +9.1% |
| 30D | +14.8% | -19.2% | +34.0% | +16.9% |
| 3M | +21.2% | -20.7% | +41.9% | +23.5% |
| 6M | +18.3% | -25.8% | +44.1% | +21.7% |
| YTD | +5.4% | -9.8% | +15.1% | +2.5% |
| 1Y | +8.3% | +3.7% | +4.6% | -3.9% |
| All | +8.3% | +3.0% | +5.3% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling