+2,268.9%
VALE vs DGX
+738.8%
+1,530.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | +8.6% | -1.2% | +9.8% | +9.2% |
| 3M | +2.0% | +15.8% | -13.8% | -5.1% |
| 6M | +2.1% | +18.2% | -16.1% | -6.1% |
| YTD | +20.2% | +37.2% | -17.0% | +2.8% |
| 1Y | +55.2% | +30.4% | +24.8% | +35.3% |
| 3Y | +45.9% | +96.7% | -50.8% | +2.7% |
| 5Y | +41.4% | +67.2% | -25.8% | +4.9% |
| 10Y | +513.1% | +253.9% | +259.1% | +194.7% |
| All | +2,268.9% | +738.8% | +1,530.0% | +706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling