+53.3%
VALE vs DPZ
-10.0%
+63.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +2.9% | -1.5% | +4.4% | +3.1% |
| 30D | +8.8% | -4.4% | +13.2% | +9.3% |
| 3M | +6.8% | +7.6% | -0.9% | +5.4% |
| 6M | +6.9% | -16.9% | +23.9% | +10.0% |
| YTD | +22.8% | -18.6% | +41.4% | +26.5% |
| 1Y | +61.3% | -26.7% | +87.9% | +69.6% |
| 3Y | +53.3% | -9.3% | +62.6% | +51.4% |
| All | +53.3% | -10.0% | +63.3% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling