+2,275.1%
VALE vs DECK
+30,485.7%
-28,210.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.6% |
| 7D | +1.6% | -2.2% | +3.8% | +2.1% |
| 30D | +5.1% | -13.6% | +18.7% | +8.8% |
| 3M | -0.4% | -21.2% | +20.8% | +5.0% |
| 6M | -2.2% | -21.1% | +18.9% | +2.9% |
| YTD | +20.5% | -17.2% | +37.8% | +24.0% |
| 1Y | +61.2% | -30.7% | +91.9% | +71.8% |
| 3Y | +43.1% | -3.4% | +46.5% | +31.9% |
| 5Y | +34.0% | +25.5% | +8.4% | +10.6% |
| 10Y | +469.7% | +714.7% | -245.0% | +169.0% |
| All | +2,275.1% | +30,485.7% | -28,210.6% | +632.7% |
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