+2,301.5%
VALE vs DTE
+879.7%
+1,421.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -1.8% | 0.0% | -1.9% | -1.9% |
| 30D | +6.7% | -0.5% | +7.2% | +6.9% |
| 3M | +4.9% | -6.0% | +10.9% | +8.8% |
| 6M | +3.6% | -7.2% | +10.8% | +8.0% |
| YTD | +21.9% | +7.2% | +14.7% | +15.0% |
| 1Y | +61.6% | +4.1% | +57.5% | +55.1% |
| 3Y | +52.1% | +46.9% | +5.3% | +12.0% |
| 5Y | +43.2% | +32.9% | +10.3% | +10.0% |
| 10Y | +521.5% | +144.5% | +377.0% | +171.9% |
| All | +2,301.5% | +879.7% | +1,421.9% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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