+36.6%
VALE vs DECK
+25.5%
+11.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.5% |
| 7D | +1.6% | -2.2% | +3.8% | +1.9% |
| 30D | +5.1% | -13.6% | +18.7% | +7.0% |
| 3M | -0.4% | -21.2% | +20.8% | +2.4% |
| 6M | -2.2% | -21.1% | +18.9% | +0.4% |
| YTD | +20.5% | -17.2% | +37.8% | +22.5% |
| 1Y | +61.2% | -30.7% | +91.9% | +67.2% |
| 3Y | +43.1% | -3.4% | +46.5% | +35.8% |
| All | +36.6% | +25.5% | +11.1% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling