+61.2%
VALE vs DT
+4.0%
+57.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.4% |
| 7D | +1.6% | -3.3% | +4.9% | +1.5% |
| 30D | +5.1% | +2.0% | +3.1% | +5.3% |
| 3M | -0.4% | +20.0% | -20.4% | +0.9% |
| 6M | -2.2% | +39.3% | -41.5% | +0.8% |
| YTD | +20.5% | +19.8% | +0.8% | +22.7% |
| 1Y | +61.2% | +4.3% | +56.9% | +62.0% |
| All | +61.2% | +4.0% | +57.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling