+49.4%
VALE vs DOCU
-71.9%
+121.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.3% |
| 7D | +2.4% | -3.2% | +5.6% | +2.7% |
| 30D | -18.7% | +15.7% | -34.4% | -19.6% |
| 3M | -21.2% | +37.3% | -58.4% | -23.2% |
| 6M | -26.1% | +63.1% | -89.2% | -29.3% |
| YTD | -9.6% | +15.4% | -25.0% | -11.0% |
| 1Y | +0.7% | +11.3% | -10.6% | -0.5% |
| 3Y | +3.3% | +92.1% | -88.7% | -6.0% |
| 5Y | +49.4% | -70.5% | +119.9% | +50.6% |
| All | +49.4% | -71.9% | +121.3% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling