+41.8%
VALE vs DD
+57.4%
-15.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -0.2% | -2.9% | +2.7% | +1.1% |
| 30D | +9.7% | -11.5% | +21.2% | +15.6% |
| 3M | +5.3% | -5.4% | +10.7% | +7.6% |
| 6M | +0.5% | -6.9% | +7.5% | +3.2% |
| YTD | +20.6% | +6.9% | +13.7% | +16.7% |
| 1Y | +57.6% | +35.6% | +22.0% | +36.8% |
| 3Y | +50.6% | +42.5% | +8.0% | +25.1% |
| 5Y | +41.8% | +58.5% | -16.6% | +6.8% |
| All | +41.8% | +57.4% | -15.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling