+111.9%
DOCN vs VALE
+14.3%
+97.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +5.9% | +4.2% |
| 7D | +27.4% | -1.5% | +28.9% | +28.0% |
| 30D | -29.7% | -15.6% | -14.1% | -25.6% |
| 3M | -32.5% | -19.5% | -12.9% | -27.4% |
| 6M | -42.2% | -31.9% | -10.3% | -34.3% |
| YTD | +87.2% | -11.0% | +98.1% | +90.0% |
| 1Y | +86.2% | -2.1% | +88.3% | +82.1% |
| 3Y | +257.4% | +1.4% | +256.0% | +238.1% |
| 5Y | -27.4% | +36.2% | -63.5% | -34.1% |
| All | +111.9% | +14.3% | +97.6% | +100.3% |
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