+2,904.4%
VALE vs DKS
+5,981.0%
-3,076.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +3.3% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +8.8% | -36.6% | +45.4% | +21.3% |
| 3M | +6.8% | -37.6% | +44.4% | +19.1% |
| 6M | +6.9% | -32.1% | +39.0% | +15.8% |
| YTD | +22.8% | -32.3% | +55.1% | +32.9% |
| 1Y | +61.3% | -39.5% | +100.7% | +79.4% |
| 3Y | +53.3% | +27.7% | +25.6% | +28.2% |
| 5Y | +44.9% | +15.0% | +29.8% | +14.0% |
| 10Y | +486.8% | +192.6% | +294.2% | +180.1% |
| All | +2,904.4% | +5,981.0% | -3,076.6% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling