+133.0%
VALE vs DT
+103.5%
+29.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | +1.6% | -3.3% | +4.9% | +2.2% |
| 30D | +5.1% | +2.0% | +3.1% | +4.5% |
| 3M | -0.4% | +20.0% | -20.4% | -4.5% |
| 6M | -2.2% | +39.3% | -41.5% | -9.8% |
| YTD | +20.5% | +19.8% | +0.8% | +14.3% |
| 1Y | +61.2% | +4.3% | +56.9% | +57.0% |
| 3Y | +43.1% | +7.7% | +35.4% | +35.6% |
| 5Y | +34.0% | -26.8% | +60.8% | +33.9% |
| All | +133.0% | +103.5% | +29.4% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling