+1,645.1%
VALE vs DRI
+1,705.1%
-60.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -3.2% | +1.1% | -4.2% | -3.6% |
| 30D | -15.1% | +9.7% | -24.8% | -18.0% |
| 3M | -18.7% | +3.2% | -21.9% | -20.0% |
| 6M | -31.5% | +20.6% | -52.0% | -36.7% |
| YTD | -11.4% | +28.3% | -39.7% | -20.6% |
| 1Y | -1.9% | +34.5% | -36.4% | -13.7% |
| 3Y | +1.7% | +66.5% | -64.8% | -19.6% |
| 5Y | +35.4% | +79.6% | -44.2% | +1.3% |
| 10Y | +204.8% | +333.8% | -129.0% | +39.6% |
| All | +1,645.1% | +1,705.1% | -60.0% | +306.7% |
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