+469.1%
DUK vs VALE
+2,320.2%
-1,851.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | +0.7% | +2.9% | -2.2% | +0.3% |
| 30D | -2.0% | +8.8% | -10.8% | -3.1% |
| 3M | +0.2% | +6.8% | -6.6% | -0.7% |
| 6M | -6.9% | +6.9% | -13.8% | -8.0% |
| YTD | +6.1% | +22.8% | -16.7% | +3.0% |
| 1Y | +4.4% | +61.3% | -56.8% | -2.1% |
| 3Y | +49.1% | +53.3% | -4.2% | +39.4% |
| 5Y | +39.6% | +44.9% | -5.3% | +28.7% |
| 10Y | +125.1% | +486.8% | -361.6% | +63.6% |
| All | +469.1% | +2,320.2% | -1,851.0% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling