+53.3%
VALE vs DRI
+56.7%
-3.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | +8.8% | -0.4% | +9.2% | +8.8% |
| 3M | +6.8% | +9.5% | -2.7% | +4.5% |
| 6M | +6.9% | +6.5% | +0.5% | +5.1% |
| YTD | +22.8% | +18.4% | +4.4% | +17.5% |
| 1Y | +61.3% | +4.2% | +57.0% | +58.4% |
| 3Y | +53.3% | +57.1% | -3.8% | +30.1% |
| All | +53.3% | +56.7% | -3.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling