-32.9%
DOCS vs VALE
-2.8%
-30.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.4% |
| 7D | +2.6% | -3.2% | +5.7% | +2.7% |
| 30D | +11.4% | -15.1% | +26.5% | +11.8% |
| 3M | +25.4% | -18.7% | +44.1% | +25.2% |
| 6M | +42.5% | -31.5% | +74.0% | +46.2% |
| YTD | -24.7% | -11.4% | -13.3% | -36.3% |
| 1Y | -32.9% | -1.9% | -31.1% | -50.6% |
| All | -32.9% | -2.8% | -30.2% | -50.6% |
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 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