+4.1%
VALE vs DRI
+69.5%
-65.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +5.5% | +4.2% | +1.2% | +4.8% |
| 30D | -15.0% | +15.7% | -30.7% | -17.0% |
| 3M | -20.0% | +5.8% | -25.8% | -20.8% |
| 6M | -28.4% | +18.4% | -46.8% | -30.8% |
| YTD | -8.6% | +28.2% | -36.8% | -13.4% |
| 1Y | +2.0% | +35.9% | -34.0% | -4.5% |
| 3Y | +4.1% | +67.7% | -63.7% | -8.9% |
| All | +4.1% | +69.5% | -65.4% | -8.9% |
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