+116.4%
DOCN vs VALE
+3.0%
+113.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.1% | -11.3% | -8.1% |
| 7D | -20.0% | -0.3% | -19.7% | -19.9% |
| 30D | -38.8% | -19.2% | -19.6% | -35.3% |
| 3M | -34.8% | -20.7% | -14.1% | -30.8% |
| 6M | -22.8% | -25.8% | +3.0% | -17.3% |
| YTD | +74.6% | -9.8% | +84.4% | +65.2% |
| 1Y | +116.4% | +3.7% | +112.8% | +63.5% |
| All | +116.4% | +3.0% | +113.5% | +63.5% |
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 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