+3.7%
VALE vs DG
+45.3%
-41.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.5% | -4.4% | +3.4% |
| 7D | -0.3% | +12.3% | -12.6% | -1.2% |
| 30D | -19.2% | +19.3% | -38.5% | -20.4% |
| 3M | -20.7% | +11.9% | -32.6% | -21.6% |
| 6M | -25.8% | +25.0% | -50.8% | -27.7% |
| YTD | -9.8% | +8.7% | -18.5% | -9.1% |
| 1Y | +3.7% | +44.7% | -41.0% | -0.2% |
| All | +3.7% | +45.3% | -41.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling