+47.9%
VALE vs DT
+6.3%
+41.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +6.7% | +0.1% | +6.6% | +6.6% |
| 3M | +4.9% | +24.1% | -19.2% | +2.9% |
| 6M | +3.6% | +30.1% | -26.5% | +1.1% |
| YTD | +21.9% | +16.8% | +5.1% | +20.6% |
| 1Y | +61.6% | -0.1% | +61.7% | +63.6% |
| All | +47.9% | +6.3% | +41.6% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling