+41.8%
VALE vs DKS
+12.8%
+29.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | -4.7% | +4.5% | +0.2% |
| 30D | +9.7% | -35.1% | +44.8% | +13.5% |
| 3M | +5.3% | -37.7% | +43.0% | +9.2% |
| 6M | +0.5% | -30.7% | +31.3% | +3.1% |
| YTD | +20.6% | -31.9% | +52.5% | +23.9% |
| 1Y | +57.6% | -40.0% | +97.6% | +63.5% |
| 3Y | +50.6% | +28.4% | +22.1% | +48.3% |
| 5Y | +41.8% | +12.4% | +29.4% | +40.6% |
| All | +41.8% | +12.8% | +29.0% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling