+3.7%
VALE vs DGX
+45.0%
-41.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.7% |
| 7D | -0.3% | +4.1% | -4.4% | -0.8% |
| 30D | -19.2% | +10.5% | -29.7% | -20.2% |
| 3M | -20.7% | +9.8% | -30.5% | -21.6% |
| 6M | -25.8% | +34.6% | -60.3% | -28.9% |
| YTD | -9.8% | +49.8% | -59.6% | -15.2% |
| 1Y | +3.7% | +46.0% | -42.4% | -1.2% |
| All | +3.7% | +45.0% | -41.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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