+202.4%
VALE vs DPZ
+116.9%
+85.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -3.1% |
| 7D | +5.5% | +2.2% | +3.3% | +5.2% |
| 30D | -15.0% | +6.7% | -21.7% | -15.6% |
| 3M | -20.0% | -4.5% | -15.5% | -19.7% |
| 6M | -28.4% | +3.3% | -31.7% | -28.9% |
| YTD | -8.6% | -19.4% | +10.8% | -6.7% |
| 1Y | +2.0% | -17.3% | +19.2% | +3.7% |
| 3Y | +4.1% | -8.4% | +12.5% | +4.1% |
| 5Y | +46.4% | -28.2% | +74.6% | +48.1% |
| 10Y | +202.4% | +130.9% | +71.5% | +202.0% |
| All | +202.4% | +116.9% | +85.5% | +202.0% |
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