+37.8%
VALE vs DG
-35.8%
+73.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -15.1% | +3.2% | -18.3% | -15.3% |
| 3M | -18.7% | +10.4% | -29.1% | -19.3% |
| 6M | -31.5% | +33.2% | -64.6% | -33.1% |
| YTD | -11.4% | +3.0% | -14.4% | -11.8% |
| 1Y | -1.9% | +31.2% | -33.1% | -4.0% |
| 3Y | +1.7% | +21.8% | -20.1% | -1.3% |
| All | +37.8% | -35.8% | +73.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling