+483.8%
DIS vs VALE
+2,275.1%
-1,791.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | -2.6% | +1.6% | -4.2% | -3.0% |
| 30D | +3.5% | +5.1% | -1.6% | +2.1% |
| 3M | +6.8% | -0.4% | +7.2% | +6.5% |
| 6M | +3.0% | -2.2% | +5.2% | +2.9% |
| YTD | -6.7% | +20.5% | -27.3% | -11.9% |
| 1Y | -10.1% | +61.2% | -71.3% | -21.0% |
| 3Y | +33.0% | +43.1% | -10.1% | +18.3% |
| 5Y | -40.0% | +34.0% | -73.9% | -47.7% |
| 10Y | +21.1% | +469.7% | -448.6% | -33.0% |
| All | +483.8% | +2,275.1% | -1,791.3% | +74.3% |
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 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