+55.8%
DOCS vs VALE
+2.6%
+53.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -1.3% | +2.4% | -3.8% | -1.7% |
| 30D | +19.4% | -18.7% | +38.1% | +22.7% |
| 3M | +53.4% | -21.2% | +74.6% | +57.9% |
| 6M | +28.8% | -26.1% | +54.8% | +34.1% |
| YTD | -25.1% | -9.6% | -15.4% | -26.2% |
| 1Y | -48.1% | +0.7% | -48.9% | -50.1% |
| All | +55.8% | +2.6% | +53.1% | +52.8% |
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