+70.5%
DOCN vs VALE
+17.4%
+53.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | -19.2% | +1.8% | -20.9% | -19.8% |
| 30D | -43.1% | -14.8% | -28.2% | -39.9% |
| 3M | -40.7% | -19.0% | -21.7% | -36.3% |
| 6M | -55.0% | -27.7% | -27.3% | -49.8% |
| YTD | +50.6% | -8.5% | +59.1% | +51.6% |
| 1Y | +54.0% | +2.6% | +51.3% | +48.1% |
| 3Y | +203.9% | +4.0% | +199.9% | +184.9% |
| 5Y | -29.4% | +51.2% | -80.6% | -37.5% |
| All | +70.5% | +17.4% | +53.1% | +59.8% |
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