-38.8%
DOCS vs VALE
-13.9%
-24.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.6% |
| 7D | -0.6% | +5.5% | -6.0% | -1.8% |
| 30D | +6.3% | -15.0% | +21.3% | +10.4% |
| 3M | +26.5% | -20.0% | +46.5% | +32.8% |
| 6M | +24.8% | -28.4% | +53.2% | +34.6% |
| YTD | -26.8% | -8.6% | -18.2% | -27.1% |
| 1Y | -38.3% | +2.0% | -40.3% | -40.5% |
| 3Y | +36.0% | +4.1% | +32.0% | +28.7% |
| 5Y | -55.0% | +46.4% | -101.4% | -61.2% |
| All | -38.8% | -13.9% | -24.9% | -43.7% |
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 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