+2,275.1%
VALE vs DOC
+361.5%
+1,913.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | +1.6% | -1.5% | +3.1% | +2.3% |
| 30D | +5.1% | -4.8% | +9.9% | +7.7% |
| 3M | -0.4% | +6.9% | -7.3% | -4.0% |
| 6M | -2.2% | +20.7% | -23.0% | -12.1% |
| YTD | +20.5% | +34.1% | -13.6% | +2.4% |
| 1Y | +61.2% | +22.6% | +38.5% | +42.4% |
| 3Y | +43.1% | +20.8% | +22.3% | +24.4% |
| 5Y | +34.0% | -24.9% | +58.8% | +45.3% |
| 10Y | +469.7% | -1.8% | +471.5% | +387.7% |
| All | +2,275.1% | +361.5% | +1,913.6% | +886.4% |
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