+204.8%
VALE vs DD
+97.1%
+107.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -3.2% | +5.0% | -8.1% | -5.7% |
| 30D | -15.1% | +19.7% | -34.8% | -23.5% |
| 3M | -18.7% | +7.2% | -25.9% | -22.4% |
| 6M | -31.5% | +1.0% | -32.5% | -32.7% |
| YTD | -11.4% | +29.1% | -40.5% | -24.3% |
| 1Y | -1.9% | +28.5% | -30.3% | -16.0% |
| 3Y | +1.7% | +89.4% | -87.8% | -32.7% |
| 5Y | +35.4% | +67.1% | -31.7% | -6.6% |
| All | +204.8% | +97.1% | +107.7% | +50.0% |
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 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