+57.3%
DRAM vs VALE
-26.8%
+84.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -0.4% |
| 7D | +18.0% | -1.5% | +19.5% | +19.7% |
| 30D | -17.4% | -15.6% | -1.7% | -2.4% |
| 3M | -20.3% | -19.5% | -0.8% | -2.4% |
| 6M | -14.9% | -31.9% | +17.0% | +25.8% |
| All | +57.3% | -26.8% | +84.1% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling