+1,654.5%
VALE vs DAR
+5,549.0%
-3,894.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.3% |
| 7D | -1.5% | +9.2% | -10.7% | -4.5% |
| 30D | -15.6% | -12.3% | -3.4% | -11.9% |
| 3M | -19.5% | -12.7% | -6.8% | -16.3% |
| 6M | -31.9% | -12.8% | -19.1% | -29.6% |
| YTD | -11.0% | +53.8% | -64.7% | -24.9% |
| 1Y | -2.1% | +60.3% | -62.4% | -18.8% |
| 3Y | +1.4% | +31.7% | -30.4% | -14.8% |
| 5Y | +36.2% | -27.7% | +63.9% | +36.5% |
| 10Y | +206.4% | +309.8% | -103.3% | +55.3% |
| All | +1,654.5% | +5,549.0% | -3,894.5% | +527.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling