+118.6%
DVN vs VALE
+40.3%
+78.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +12.0% | +8.6% | +3.3% | +8.4% |
| 3M | +13.4% | +2.0% | +11.4% | +11.9% |
| 6M | +12.1% | +2.1% | +10.0% | +8.9% |
| YTD | +38.8% | +20.2% | +18.6% | +24.2% |
| 1Y | +46.0% | +55.2% | -9.1% | +16.1% |
| 3Y | +9.5% | +45.9% | -36.4% | -13.1% |
| All | +118.6% | +40.3% | +78.3% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling