+91.0%
DOCN vs VALE
-2.8%
+93.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.1% |
| 7D | +19.1% | -3.2% | +22.3% | +19.8% |
| 30D | -21.0% | -15.1% | -6.0% | -18.2% |
| 3M | -34.7% | -18.7% | -16.1% | -31.7% |
| 6M | -45.8% | -31.5% | -14.3% | -42.7% |
| YTD | +79.4% | -11.4% | +90.8% | +82.4% |
| 1Y | +91.0% | -1.9% | +92.9% | +98.2% |
| All | +91.0% | -2.8% | +93.8% | +98.2% |
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