+489.2%
VALE vs DKS
+203.5%
+285.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -0.3% | -3.0% | +2.7% | +0.2% |
| 30D | +8.6% | -33.4% | +42.0% | +14.7% |
| 3M | +2.0% | -39.4% | +41.3% | +9.2% |
| 6M | +2.1% | -30.1% | +32.2% | +6.5% |
| YTD | +20.2% | -31.0% | +51.2% | +25.5% |
| 1Y | +55.2% | -40.2% | +95.3% | +65.6% |
| 3Y | +45.9% | +30.9% | +14.9% | +32.5% |
| 5Y | +41.4% | +14.0% | +27.4% | +25.8% |
| All | +489.2% | +203.5% | +285.8% | +295.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling