+54.3%
JD vs VALE
+154.9%
-100.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | -1.7% | +1.6% | -3.3% | -2.2% |
| 30D | -13.2% | +5.1% | -18.3% | -14.5% |
| 3M | -3.2% | -0.4% | -2.8% | -3.4% |
| 6M | +15.2% | -2.2% | +17.4% | +15.2% |
| YTD | +2.0% | +20.5% | -18.6% | -4.8% |
| 1Y | -5.4% | +61.2% | -66.6% | -19.2% |
| 3Y | -9.1% | +43.1% | -52.2% | -19.5% |
| 5Y | -59.6% | +34.0% | -93.6% | -64.2% |
| 10Y | +26.2% | +469.7% | -443.4% | -17.3% |
| All | +54.3% | +154.9% | -100.5% | +20.1% |
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