+57.6%
VALE vs DRI
+1.2%
+56.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -0.2% | -4.8% | +4.6% | +0.5% |
| 30D | +9.7% | -5.2% | +14.9% | +10.5% |
| 3M | +5.3% | +2.7% | +2.5% | +4.7% |
| 6M | +0.5% | +3.6% | -3.1% | -0.3% |
| YTD | +20.6% | +15.4% | +5.2% | +16.2% |
| 1Y | +57.6% | +1.3% | +56.3% | +53.2% |
| All | +57.6% | +1.2% | +56.3% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling