+214.6%
VALE vs DRI
+339.9%
-125.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -14.3% | +14.7% | -29.0% | -17.9% |
| 3M | -16.8% | +5.4% | -22.3% | -18.5% |
| 6M | -30.2% | +18.8% | -49.1% | -34.3% |
| YTD | -8.6% | +28.4% | -37.0% | -16.3% |
| 1Y | +1.6% | +37.7% | -36.0% | -9.0% |
| 3Y | +4.1% | +68.0% | -63.9% | -14.2% |
| 5Y | +38.7% | +78.8% | -40.1% | +10.0% |
| 10Y | +214.6% | +334.2% | -119.6% | +88.6% |
| All | +214.6% | +339.9% | -125.3% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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