-47.3%
DOCS vs VALE
+3.0%
-50.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.3% | +6.2% |
| 7D | +1.2% | -0.3% | +1.6% | +1.2% |
| 30D | +21.3% | -19.2% | +40.5% | +21.9% |
| 3M | +58.4% | -20.7% | +79.1% | +58.5% |
| 6M | +39.3% | -25.8% | +65.1% | +41.5% |
| YTD | -21.7% | -9.8% | -11.9% | -34.2% |
| 1Y | -47.3% | +3.7% | -51.0% | -61.7% |
| All | -47.3% | +3.0% | -50.3% | -61.7% |
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