+62.5%
DRAM vs VALE
-25.8%
+88.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -8.8% |
| 7D | -16.6% | -0.3% | -16.3% | -16.5% |
| 30D | -26.9% | -19.2% | -7.6% | -9.6% |
| 3M | -17.8% | -20.7% | +2.9% | +2.6% |
| 6M | +6.2% | -25.8% | +32.0% | +47.4% |
| All | +62.5% | -25.8% | +88.3% | +127.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling