+45.9%
VALE vs DGX
+96.4%
-50.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +8.6% | -1.2% | +9.8% | +8.9% |
| 3M | +2.0% | +15.8% | -13.8% | -1.2% |
| 6M | +2.1% | +18.2% | -16.1% | -1.7% |
| YTD | +20.2% | +37.2% | -17.0% | +11.6% |
| 1Y | +55.2% | +30.4% | +24.8% | +45.4% |
| 3Y | +45.9% | +96.7% | -50.8% | +19.7% |
| All | +45.9% | +96.4% | -50.5% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling