-61.3%
JD vs VALE
+41.9%
-103.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -3.0% |
| 7D | -0.8% | +2.9% | -3.7% | -2.3% |
| 30D | -16.0% | +8.8% | -24.8% | -19.7% |
| 3M | -3.2% | +6.8% | -9.9% | -7.1% |
| 6M | +6.1% | +6.9% | -0.9% | +1.1% |
| YTD | -0.1% | +22.8% | -22.9% | -13.2% |
| 1Y | -12.7% | +61.3% | -74.0% | -35.3% |
| 3Y | -6.3% | +53.3% | -59.6% | -29.0% |
| 5Y | -61.3% | +44.9% | -106.2% | -70.7% |
| All | -61.3% | +41.9% | -103.2% | -70.7% |
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