-32.9%
DOCN vs VALE
+48.9%
-81.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.3% | +4.8% | +6.8% |
| 7D | -12.8% | +5.6% | -18.4% | -14.6% |
| 30D | -41.9% | -12.1% | -29.8% | -39.1% |
| 3M | -36.9% | -16.3% | -20.6% | -32.7% |
| 6M | -52.2% | -26.0% | -26.3% | -46.9% |
| YTD | +62.7% | -5.5% | +68.2% | +61.6% |
| 1Y | +58.2% | +6.7% | +51.6% | +49.1% |
| 3Y | +219.5% | +10.2% | +209.3% | +191.0% |
| 5Y | -32.9% | +49.7% | -82.6% | -40.4% |
| All | -32.9% | +48.9% | -81.7% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling