+3.7%
VALE vs DPZ
-14.7%
+18.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | +4.3% |
| 7D | -0.3% | +10.1% | -10.4% | +0.1% |
| 30D | -19.2% | +14.6% | -33.8% | -18.6% |
| 3M | -20.7% | -6.8% | -14.0% | -20.9% |
| 6M | -25.8% | +4.4% | -30.2% | -25.1% |
| YTD | -9.8% | -16.8% | +7.1% | -8.7% |
| 1Y | +3.7% | -14.5% | +18.1% | +5.1% |
| All | +3.7% | -14.7% | +18.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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