+1,094.6%
VALE vs DPZ
+5,417.8%
-4,323.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.3% |
| 7D | +1.6% | -2.5% | +4.1% | +2.4% |
| 30D | +5.1% | -7.0% | +12.1% | +7.3% |
| 3M | -0.4% | +11.6% | -12.0% | -4.6% |
| 6M | -2.2% | -15.2% | +13.0% | +1.6% |
| YTD | +20.5% | -17.2% | +37.8% | +25.8% |
| 1Y | +61.2% | -24.8% | +86.0% | +73.1% |
| 3Y | +43.1% | -8.7% | +51.8% | +40.9% |
| 5Y | +34.0% | -28.9% | +62.9% | +38.6% |
| 10Y | +469.7% | +153.6% | +316.0% | +231.5% |
| All | +1,094.6% | +5,417.8% | -4,323.1% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling