+1,677.8%
VALE vs DECK
+31,661.9%
-29,984.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +2.6% |
| 7D | -0.3% | +10.4% | -10.7% | -2.8% |
| 30D | -19.2% | +11.1% | -30.3% | -21.4% |
| 3M | -20.7% | -10.8% | -10.0% | -18.8% |
| 6M | -25.8% | -8.7% | -17.0% | -24.8% |
| YTD | -9.8% | -14.0% | +4.3% | -8.3% |
| 1Y | +3.7% | +12.0% | -8.4% | -1.6% |
| 3Y | +3.2% | -10.5% | +13.6% | -2.8% |
| 5Y | +46.9% | +28.5% | +18.4% | +21.0% |
| 10Y | +258.0% | +923.3% | -665.3% | +59.5% |
| All | +1,677.8% | +31,661.9% | -29,984.1% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling