+61.2%
VALE vs DOC
+23.9%
+37.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +1.6% | -1.5% | +3.1% | +1.9% |
| 30D | +5.1% | -4.8% | +9.9% | +6.0% |
| 3M | -0.4% | +6.9% | -7.3% | -2.0% |
| 6M | -2.2% | +20.7% | -23.0% | -6.1% |
| YTD | +20.5% | +34.1% | -13.6% | +14.7% |
| 1Y | +61.2% | +22.6% | +38.5% | +52.8% |
| All | +61.2% | +23.9% | +37.3% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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