+171.8%
DLR vs VALE
+528.4%
-356.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -2.9% | +9.7% | -12.6% | -4.3% |
| 3M | +3.2% | +5.3% | -2.0% | +2.3% |
| 6M | +3.9% | +0.5% | +3.3% | +3.6% |
| YTD | +21.4% | +20.6% | +0.8% | +17.6% |
| 1Y | +9.7% | +57.6% | -47.9% | +2.0% |
| 3Y | +56.5% | +50.6% | +6.0% | +45.2% |
| 5Y | +41.5% | +41.8% | -0.3% | +29.7% |
| All | +171.8% | +528.4% | -356.6% | +83.0% |
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