-73.2%
DOCS vs VALE
+34.7%
-107.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | +21.8% | +5.1% | +16.7% | +20.0% |
| 3M | +27.3% | -0.4% | +27.7% | +26.8% |
| 6M | -0.3% | -2.2% | +1.9% | -0.4% |
| YTD | -40.5% | +20.5% | -61.0% | -44.7% |
| 1Y | -61.5% | +61.2% | -122.7% | -67.2% |
| 3Y | +8.2% | +43.1% | -35.0% | -6.1% |
| All | -73.2% | +34.7% | -107.8% | -75.7% |
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