+1,677.8%
VALE vs DOC
+355.4%
+1,322.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +2.6% |
| 7D | -0.3% | +8.7% | -9.1% | -4.4% |
| 30D | -19.2% | +7.6% | -26.9% | -22.3% |
| 3M | -20.7% | -5.3% | -15.5% | -18.9% |
| 6M | -25.8% | +27.6% | -53.4% | -35.3% |
| YTD | -9.8% | +32.4% | -42.2% | -23.2% |
| 1Y | +3.7% | +22.9% | -19.2% | -8.6% |
| 3Y | +3.2% | +43.1% | -39.9% | -17.9% |
| 5Y | +46.9% | -21.4% | +68.2% | +55.1% |
| 10Y | +258.0% | +16.8% | +241.2% | +177.8% |
| All | +1,677.8% | +355.4% | +1,322.4% | +640.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling