+2,320.2%
VALE vs DINO
+9,871.0%
-7,550.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.8% |
| 7D | +2.9% | +4.2% | -1.3% | +1.2% |
| 30D | +8.8% | +33.9% | -25.1% | -3.9% |
| 3M | +6.8% | +50.5% | -43.8% | -11.0% |
| 6M | +6.9% | +95.2% | -88.3% | -21.3% |
| YTD | +22.8% | +140.6% | -117.7% | -18.1% |
| 1Y | +61.3% | +119.0% | -57.7% | +11.2% |
| 3Y | +53.3% | +100.4% | -47.1% | +4.8% |
| 5Y | +44.9% | +324.6% | -279.7% | -33.3% |
| 10Y | +486.8% | +485.3% | +1.5% | +86.1% |
| All | +2,320.2% | +9,871.0% | -7,550.9% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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