+237.5%
DVN vs VALE
+2,301.5%
-2,064.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.1% | -1.8% | +1.7% | +0.7% |
| 30D | +8.0% | +6.7% | +1.3% | +4.6% |
| 3M | +11.9% | +4.9% | +7.0% | +8.6% |
| 6M | +10.6% | +3.6% | +7.0% | +6.2% |
| YTD | +35.4% | +21.9% | +13.5% | +19.6% |
| 1Y | +46.5% | +61.6% | -15.1% | +13.4% |
| 3Y | +3.0% | +52.1% | -49.2% | -20.3% |
| 5Y | +120.5% | +43.2% | +77.3% | +69.4% |
| 10Y | +62.5% | +521.5% | -459.1% | -38.3% |
| All | +237.5% | +2,301.5% | -2,064.0% | +5.9% |
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