+39.8%
VALE vs DAR
-31.1%
+70.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.4% |
| 7D | +1.3% | +3.6% | -2.3% | +0.3% |
| 30D | -14.3% | -11.3% | -3.1% | -11.7% |
| 3M | -16.8% | -13.1% | -3.7% | -14.1% |
| 6M | -30.2% | -15.1% | -15.1% | -27.7% |
| YTD | -8.6% | +50.5% | -59.1% | -20.2% |
| 1Y | +1.6% | +57.9% | -56.3% | -12.7% |
| 3Y | +4.1% | +28.9% | -24.9% | -9.2% |
| All | +39.8% | -31.1% | +70.9% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling