+43.2%
VALE vs DOV
+16.3%
+26.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | 0.0% |
| 7D | -1.8% | +1.3% | -3.2% | -2.4% |
| 30D | +6.7% | -8.6% | +15.3% | +10.8% |
| 3M | +4.9% | -13.1% | +18.0% | +11.1% |
| 6M | +3.6% | -8.8% | +12.4% | +7.2% |
| YTD | +21.9% | -1.2% | +23.1% | +21.7% |
| 1Y | +61.6% | +10.7% | +50.9% | +53.1% |
| 3Y | +52.1% | +39.3% | +12.8% | +27.4% |
| 5Y | +43.2% | +16.4% | +26.7% | +28.8% |
| All | +43.2% | +16.3% | +26.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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