+2,320.2%
VALE vs DLTR
+969.3%
+1,350.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +3.3% |
| 7D | +2.9% | -5.8% | +8.7% | +4.3% |
| 30D | +8.8% | -5.2% | +14.0% | +10.0% |
| 3M | +6.8% | +15.2% | -8.4% | +2.5% |
| 6M | +6.9% | +7.1% | -0.2% | +3.7% |
| YTD | +22.8% | +0.8% | +22.0% | +20.6% |
| 1Y | +61.3% | +24.8% | +36.5% | +49.4% |
| 3Y | +53.3% | +6.9% | +46.4% | +41.8% |
| 5Y | +44.9% | +33.2% | +11.6% | +20.1% |
| 10Y | +486.8% | +51.6% | +435.2% | +346.5% |
| All | +2,320.2% | +969.3% | +1,350.9% | +839.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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