+67.3%
DVN vs VALE
+526.3%
-459.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +12.0% | +8.6% | +3.3% | +7.3% |
| 3M | +13.4% | +2.0% | +11.4% | +11.4% |
| 6M | +12.1% | +2.1% | +10.0% | +8.0% |
| YTD | +38.8% | +20.2% | +18.6% | +21.5% |
| 1Y | +46.0% | +55.2% | -9.1% | +11.5% |
| 3Y | +9.5% | +45.9% | -36.4% | -16.5% |
| 5Y | +125.3% | +41.4% | +83.9% | +66.4% |
| All | +67.3% | +526.3% | -459.1% | -32.5% |
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