+61.2%
VALE vs DAR
+104.4%
-43.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.6% | +1.4% | +0.2% | +1.5% |
| 30D | +5.1% | +12.8% | -7.7% | +3.6% |
| 3M | -0.4% | +7.4% | -7.8% | -1.3% |
| 6M | -2.2% | +22.3% | -24.5% | -5.3% |
| YTD | +20.5% | +81.1% | -60.5% | +11.3% |
| 1Y | +61.2% | +106.5% | -45.3% | +47.9% |
| All | +61.2% | +104.4% | -43.2% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling