+43.2%
VALE vs DRI
+68.4%
-25.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.4% |
| 7D | -1.8% | -4.8% | +3.0% | -0.8% |
| 30D | +6.7% | -3.9% | +10.6% | +7.5% |
| 3M | +4.9% | +5.1% | -0.2% | +3.5% |
| 6M | +3.6% | +5.5% | -1.9% | +1.9% |
| YTD | +21.9% | +16.5% | +5.4% | +17.0% |
| 1Y | +61.6% | +2.0% | +59.6% | +59.5% |
| 3Y | +52.1% | +54.5% | -2.4% | +34.8% |
| 5Y | +43.2% | +66.6% | -23.4% | +23.1% |
| All | +43.2% | +68.4% | -25.2% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling