-25.8%
VALE vs DECK
-10.6%
-15.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +3.7% |
| 7D | -0.3% | +10.4% | -10.7% | -0.8% |
| 30D | -19.2% | +11.1% | -30.3% | -19.7% |
| 3M | -20.7% | -10.8% | -10.0% | -20.3% |
| 6M | -25.8% | -8.7% | -17.0% | -25.4% |
| All | -25.8% | -10.6% | -15.2% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling