+1,701.1%
VALE vs DRI
+1,704.5%
-3.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +5.5% | +4.2% | +1.2% | +3.9% |
| 30D | -15.0% | +15.7% | -30.7% | -19.6% |
| 3M | -20.0% | +5.8% | -25.8% | -22.1% |
| 6M | -28.4% | +18.4% | -46.8% | -33.5% |
| YTD | -8.6% | +28.2% | -36.8% | -18.0% |
| 1Y | +2.0% | +35.9% | -34.0% | -10.7% |
| 3Y | +4.1% | +67.7% | -63.7% | -18.0% |
| 5Y | +46.4% | +77.9% | -31.5% | +10.0% |
| 10Y | +202.4% | +338.7% | -136.3% | +37.8% |
| All | +1,701.1% | +1,704.5% | -3.3% | +319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling