+11.1%
VALE vs DUOL
+1.6%
+9.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -0.3% | -7.0% | +6.7% | +0.1% |
| 30D | +8.6% | +6.7% | +1.9% | +8.1% |
| 3M | +2.0% | +16.0% | -14.0% | +0.8% |
| 6M | +2.1% | +45.4% | -43.3% | -0.8% |
| YTD | +20.2% | -18.1% | +38.3% | +21.1% |
| 1Y | +55.2% | -53.6% | +108.7% | +62.0% |
| 3Y | +45.9% | -11.0% | +56.9% | +40.0% |
| 5Y | +41.4% | -17.1% | +58.5% | +30.2% |
| All | +11.1% | +1.6% | +9.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 10y: compounded portfolio wealth divided by compounded DUOL 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…
10y analysis · Full analysis span regression · 6 months rolling