+164.6%
DOCN vs VALE
+54.7%
+109.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +1.1% | +1.6% | -0.5% | +0.4% |
| 30D | -9.6% | +5.1% | -14.8% | -11.3% |
| 3M | -37.7% | -0.4% | -37.3% | -37.8% |
| 6M | +115.2% | -2.2% | +117.4% | +114.8% |
| YTD | +133.7% | +20.5% | +113.2% | +114.0% |
| 1Y | +250.2% | +61.2% | +189.0% | +188.3% |
| 3Y | +320.3% | +43.1% | +277.2% | +252.9% |
| 5Y | +53.1% | +34.0% | +19.1% | +30.1% |
| All | +164.6% | +54.7% | +109.9% | +125.6% |
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