+36.2%
VALE vs DT
-39.3%
+75.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.8% |
| 7D | -1.5% | +2.7% | -4.2% | -1.8% |
| 30D | -15.6% | -30.4% | +14.7% | -12.3% |
| 3M | -19.5% | -9.4% | -10.1% | -18.9% |
| 6M | -31.9% | +14.5% | -46.4% | -33.5% |
| YTD | -11.0% | +3.6% | -14.6% | -12.3% |
| 1Y | -2.1% | -3.4% | +1.3% | -2.6% |
| 3Y | +1.4% | -11.1% | +12.5% | +0.6% |
| 5Y | +36.2% | -39.5% | +75.6% | +43.3% |
| All | +36.2% | -39.3% | +75.5% | +43.3% |
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