+4.0%
VALE vs DOC
+44.2%
-40.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +1.8% | +6.5% | -4.7% | 0.0% |
| 30D | -14.8% | +9.2% | -24.0% | -17.0% |
| 3M | -19.0% | -2.5% | -16.5% | -18.5% |
| 6M | -27.7% | +7.1% | -34.8% | -29.5% |
| YTD | -8.5% | +33.0% | -41.5% | -17.3% |
| 1Y | +2.6% | +23.3% | -20.6% | -4.9% |
| 3Y | +4.0% | +44.9% | -40.9% | -10.5% |
| All | +4.0% | +44.2% | -40.1% | -10.5% |
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