+3.7%
VALE vs DAR
+63.3%
-59.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.4% |
| 7D | -0.3% | -5.7% | +5.3% | +0.4% |
| 30D | -19.2% | -16.6% | -2.6% | -17.3% |
| 3M | -20.7% | -13.1% | -7.7% | -19.6% |
| 6M | -25.8% | -18.8% | -7.0% | -23.6% |
| YTD | -9.8% | +45.3% | -55.1% | -20.1% |
| 1Y | +3.7% | +60.6% | -57.0% | -9.9% |
| All | +3.7% | +63.3% | -59.6% | -9.9% |
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