+58.3%
DLR vs VALE
+47.4%
+10.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | +2.9% | -1.8% | +4.7% | +3.3% |
| 30D | -1.2% | +6.7% | -7.8% | -2.5% |
| 3M | +2.9% | +4.9% | -2.0% | +1.7% |
| 6M | +6.7% | +3.6% | +3.1% | +5.7% |
| YTD | +23.9% | +21.9% | +2.0% | +18.3% |
| 1Y | +18.6% | +61.6% | -42.9% | +6.6% |
| All | +58.3% | +47.4% | +10.9% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling