+2.6%
VALE vs DOC
+43.5%
-40.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.2% |
| 7D | -0.3% | +8.7% | -9.1% | -2.7% |
| 30D | -19.2% | +7.6% | -26.9% | -21.0% |
| 3M | -20.7% | -5.3% | -15.5% | -19.5% |
| 6M | -25.8% | +27.6% | -53.4% | -31.8% |
| YTD | -9.8% | +32.4% | -42.2% | -18.3% |
| 1Y | +3.7% | +22.9% | -19.2% | -3.8% |
| All | +2.6% | +43.5% | -40.9% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling