-51.1%
DOCS vs VALE
+46.5%
-97.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -1.3% | +2.4% | -3.8% | -1.9% |
| 30D | +19.4% | -18.7% | +38.1% | +25.5% |
| 3M | +53.4% | -21.2% | +74.6% | +61.9% |
| 6M | +28.8% | -26.1% | +54.8% | +38.0% |
| YTD | -25.1% | -9.6% | -15.4% | -25.3% |
| 1Y | -48.1% | +0.7% | -48.9% | -49.9% |
| 3Y | +51.4% | +3.3% | +48.0% | +43.2% |
| 5Y | -51.1% | +49.4% | -100.5% | -61.2% |
| All | -51.1% | +46.5% | -97.6% | -61.2% |
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