+66.4%
DOCN vs VALE
+16.0%
+50.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.2% | -16.0% | -15.9% |
| 7D | -29.3% | +2.4% | -31.7% | -30.0% |
| 30D | -46.0% | -18.7% | -27.4% | -42.1% |
| 3M | -43.2% | -21.2% | -22.0% | -38.4% |
| 6M | -53.7% | -26.1% | -27.6% | -48.8% |
| YTD | +46.9% | -9.6% | +56.5% | +48.4% |
| 1Y | +54.3% | +0.7% | +53.6% | +49.4% |
| 3Y | +185.5% | +3.3% | +182.2% | +168.2% |
| 5Y | -31.1% | +49.4% | -80.5% | -38.8% |
| All | +66.4% | +16.0% | +50.3% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling