+521.5%
VALE vs DPZ
+143.2%
+378.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.3% |
| 7D | -1.8% | -7.3% | +5.4% | -1.0% |
| 30D | +6.7% | -7.6% | +14.2% | +7.5% |
| 3M | +4.9% | +1.8% | +3.1% | +4.3% |
| 6M | +3.6% | -21.8% | +25.4% | +6.3% |
| YTD | +21.9% | -22.0% | +43.9% | +25.0% |
| 1Y | +61.6% | -28.6% | +90.2% | +67.5% |
| 3Y | +52.1% | -13.1% | +65.2% | +53.0% |
| 5Y | +43.2% | -33.2% | +76.4% | +46.1% |
| 10Y | +521.5% | +147.0% | +374.5% | +407.7% |
| All | +521.5% | +143.2% | +378.3% | +407.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling