+59.0%
JD vs VALE
+93.4%
-34.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +13.4% | +1.8% | +11.6% | +12.7% |
| 30D | +7.7% | -14.8% | +22.5% | +12.8% |
| 3M | -11.3% | -19.0% | +7.7% | -5.9% |
| 6M | -5.1% | -27.7% | +22.6% | +3.7% |
| YTD | +5.0% | -8.5% | +13.6% | +6.1% |
| 1Y | -5.6% | +2.6% | -8.3% | -8.1% |
| 3Y | +17.8% | +4.0% | +13.7% | +14.3% |
| 5Y | -57.2% | +51.2% | -108.4% | -62.5% |
| 10Y | +34.8% | +263.0% | -228.2% | -1.7% |
| All | +59.0% | +93.4% | -34.5% | +33.9% |
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