+44.3%
VALE vs DOCU
+33.7%
+10.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | +1.6% | +6.9% | -5.3% | +1.4% |
| 30D | +5.1% | +19.0% | -13.9% | +4.5% |
| 3M | -0.4% | +34.3% | -34.7% | -1.5% |
| 6M | -2.2% | +48.0% | -50.2% | -3.9% |
| YTD | +20.5% | 0.0% | +20.5% | +22.0% |
| 1Y | +61.2% | -10.3% | +71.4% | +64.3% |
| All | +44.3% | +33.7% | +10.6% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling