+3.7%
VALE vs DKS
-29.5%
+33.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +3.4% |
| 7D | -0.3% | +8.4% | -8.8% | -1.0% |
| 30D | -19.2% | +7.7% | -26.9% | -19.8% |
| 3M | -20.7% | -25.8% | +5.0% | -18.1% |
| 6M | -25.8% | -31.0% | +5.2% | -22.5% |
| YTD | -9.8% | -23.8% | +14.0% | -8.8% |
| 1Y | +3.7% | -29.8% | +33.5% | +5.8% |
| All | +3.7% | -29.5% | +33.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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