+206.4%
VALE vs DECK
+730.5%
-524.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.6% |
| 7D | -1.5% | -3.7% | +2.2% | -0.7% |
| 30D | -15.6% | +0.6% | -16.2% | -15.8% |
| 3M | -19.5% | -7.3% | -12.2% | -18.5% |
| 6M | -31.9% | -10.9% | -21.0% | -30.7% |
| YTD | -11.0% | -18.5% | +7.5% | -8.5% |
| 1Y | -2.1% | +0.2% | -2.3% | -4.3% |
| 3Y | +1.4% | -19.8% | +21.2% | -2.8% |
| 5Y | +36.2% | +18.7% | +17.5% | +13.4% |
| All | +206.4% | +730.5% | -524.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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