+43.2%
VALE vs DT
-28.0%
+71.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 3M | +4.9% | +24.1% | -19.2% | +1.9% |
| 6M | +3.6% | +30.1% | -26.5% | -0.4% |
| YTD | +21.9% | +16.8% | +5.1% | +18.7% |
| 1Y | +61.6% | -0.1% | +61.7% | +60.7% |
| 3Y | +52.1% | +6.8% | +45.3% | +47.7% |
| 5Y | +43.2% | -28.4% | +71.5% | +36.3% |
| All | +43.2% | -28.0% | +71.1% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling