+3.7%
VALE vs DD
+49.3%
-45.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.8% |
| 7D | -0.3% | +8.7% | -9.0% | -4.2% |
| 30D | -19.2% | +15.3% | -34.6% | -24.6% |
| 3M | -20.7% | +5.9% | -26.6% | -23.0% |
| 6M | -25.8% | +11.6% | -37.4% | -30.2% |
| YTD | -9.8% | +26.5% | -36.3% | -20.0% |
| 1Y | +3.7% | +35.4% | -31.7% | -11.0% |
| All | +3.7% | +49.3% | -45.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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