+46.0%
DVN vs VALE
+57.8%
-11.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.5% |
| 30D | +12.0% | +8.6% | +3.3% | +12.7% |
| 3M | +13.4% | +2.0% | +11.4% | +13.8% |
| 6M | +12.1% | +2.1% | +10.0% | +11.6% |
| YTD | +38.8% | +20.2% | +18.6% | +33.3% |
| 1Y | +46.0% | +55.2% | -9.1% | +33.5% |
| All | +46.0% | +57.8% | -11.8% | +33.5% |
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 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