+61.2%
VALE vs DOCU
-9.0%
+70.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | 0.0% |
| 7D | +1.6% | +6.9% | -5.3% | +2.0% |
| 30D | +5.1% | +19.0% | -13.9% | +6.3% |
| 3M | -0.4% | +34.3% | -34.7% | +1.8% |
| 6M | -2.2% | +48.0% | -50.2% | +0.7% |
| YTD | +20.5% | 0.0% | +20.5% | +28.9% |
| 1Y | +61.2% | -10.3% | +71.4% | +72.9% |
| All | +61.2% | -9.0% | +70.2% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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