+61.1%
VALE vs DOCU
+111.8%
-50.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.1% |
| 30D | -19.2% | +15.0% | -34.2% | -20.6% |
| 3M | -20.7% | +39.9% | -60.6% | -24.1% |
| 6M | -25.8% | +66.2% | -91.9% | -30.8% |
| YTD | -9.8% | +17.7% | -27.5% | -12.6% |
| 1Y | +3.7% | +13.7% | -10.0% | +0.8% |
| 3Y | +3.2% | +95.9% | -92.8% | -10.3% |
| 5Y | +46.9% | -71.7% | +118.5% | +59.3% |
| All | +61.1% | +111.8% | -50.8% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling