+61.2%
VALE vs DKS
-32.3%
+93.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.6% | +3.0% | -1.4% | +1.3% |
| 30D | +5.1% | -30.5% | +35.7% | +9.5% |
| 3M | -0.4% | -35.7% | +35.3% | +5.5% |
| 6M | -2.2% | -29.7% | +27.5% | +0.8% |
| YTD | +20.5% | -28.9% | +49.4% | +23.6% |
| 1Y | +61.2% | -35.9% | +97.0% | +68.0% |
| All | +61.2% | -32.3% | +93.5% | +68.0% |
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