+491.2%
VALE vs DD
+67.0%
+424.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -0.2% | -2.9% | +2.7% | +1.4% |
| 30D | +9.7% | -11.5% | +21.2% | +17.2% |
| 3M | +5.3% | -5.4% | +10.7% | +8.1% |
| 6M | +0.5% | -6.9% | +7.5% | +3.8% |
| YTD | +20.6% | +6.9% | +13.7% | +15.1% |
| 1Y | +57.6% | +35.6% | +22.0% | +30.6% |
| 3Y | +50.6% | +42.5% | +8.0% | +17.0% |
| 5Y | +41.8% | +58.5% | -16.6% | -0.9% |
| All | +491.2% | +67.0% | +424.1% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling