-37.4%
DOCS vs VALE
-16.1%
-21.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.6% |
| 7D | +0.1% | -1.5% | +1.5% | +0.4% |
| 30D | +8.7% | -15.6% | +24.3% | +13.1% |
| 3M | +32.9% | -19.5% | +52.4% | +39.3% |
| 6M | +25.5% | -31.9% | +57.4% | +37.1% |
| YTD | -25.0% | -11.0% | -14.1% | -24.9% |
| 1Y | -34.9% | -2.1% | -32.7% | -36.5% |
| 3Y | +39.3% | +1.4% | +37.9% | +32.6% |
| 5Y | -54.8% | +36.2% | -91.0% | -60.3% |
| All | -37.4% | -16.1% | -21.2% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling