+3,595.6%
DLR vs VALE
+813.4%
+2,782.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.2% |
| 30D | -3.4% | +5.1% | -8.5% | -4.5% |
| 3M | +0.5% | -0.4% | +0.9% | +0.3% |
| 6M | +4.6% | -2.2% | +6.8% | +4.7% |
| YTD | +23.4% | +20.5% | +2.9% | +17.5% |
| 1Y | +19.0% | +61.2% | -42.1% | +6.0% |
| 3Y | +56.5% | +43.1% | +13.4% | +41.0% |
| 5Y | +33.3% | +34.0% | -0.6% | +17.5% |
| 10Y | +165.1% | +469.7% | -304.5% | +44.3% |
| All | +3,595.6% | +813.4% | +2,782.2% | +1,672.1% |
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