+43.6%
VALE vs DECK
+23.3%
+20.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +1.8% | +5.8% | -4.0% | +1.0% |
| 30D | -14.8% | +7.9% | -22.7% | -15.7% |
| 3M | -19.0% | -11.4% | -7.6% | -17.9% |
| 6M | -27.7% | -16.6% | -11.1% | -26.3% |
| YTD | -8.5% | -16.4% | +7.8% | -7.2% |
| 1Y | +2.6% | +8.6% | -6.0% | +0.2% |
| 3Y | +4.0% | -15.1% | +19.1% | +0.6% |
| All | +43.6% | +23.3% | +20.3% | +26.4% |
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