+2,275.1%
VALE vs DRI
+1,597.7%
+677.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +5.1% | +3.8% | +1.3% | +3.5% |
| 3M | -0.4% | +13.0% | -13.4% | -5.4% |
| 6M | -2.2% | +8.3% | -10.5% | -5.9% |
| YTD | +20.5% | +20.6% | -0.1% | +11.1% |
| 1Y | +61.2% | +6.5% | +54.7% | +55.0% |
| 3Y | +43.1% | +53.7% | -10.6% | +17.0% |
| 5Y | +34.0% | +72.7% | -38.7% | +1.8% |
| 10Y | +469.7% | +363.2% | +106.5% | +153.8% |
| All | +2,275.1% | +1,597.7% | +677.4% | +468.6% |
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