+36.0%
DOCS vs VALE
+5.0%
+31.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | -0.6% | +5.5% | -6.0% | -1.2% |
| 30D | +6.3% | -15.0% | +21.3% | +8.3% |
| 3M | +26.5% | -20.0% | +46.5% | +29.5% |
| 6M | +24.8% | -28.4% | +53.2% | +30.3% |
| YTD | -26.8% | -8.6% | -18.2% | -27.9% |
| 1Y | -38.3% | +2.0% | -40.3% | -40.6% |
| 3Y | +36.0% | +4.1% | +32.0% | +32.1% |
| All | +36.0% | +5.0% | +31.0% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling