+50.5%
DRAM vs VALE
-22.3%
+72.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.1% | +3.5% |
| 7D | -9.8% | +5.6% | -15.4% | -14.0% |
| 30D | -26.9% | -12.1% | -14.8% | -16.4% |
| 3M | -17.4% | -16.3% | -1.1% | -1.9% |
| 6M | -20.9% | -26.0% | +5.1% | +8.9% |
| All | +50.5% | -22.3% | +72.8% | +102.8% |
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