-54.2%
DOCS vs VALE
+49.7%
-103.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -0.8% | +1.8% | -2.5% | -1.2% |
| 30D | +17.4% | -14.8% | +32.2% | +22.0% |
| 3M | +57.4% | -19.0% | +76.4% | +64.8% |
| 6M | +26.5% | -27.7% | +54.3% | +36.4% |
| YTD | -26.6% | -8.5% | -18.1% | -27.1% |
| 1Y | -48.1% | +2.6% | -50.7% | -50.1% |
| 3Y | +52.6% | +4.0% | +48.6% | +44.3% |
| All | -54.2% | +49.7% | -103.9% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling