-2.2%
VALE vs DRI
+4.2%
-6.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +5.1% | +3.8% | +1.3% | +4.7% |
| 3M | -0.4% | +13.0% | -13.4% | -2.4% |
| 6M | -2.2% | +8.3% | -10.5% | -4.5% |
| All | -2.2% | +4.2% | -6.4% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling