+41.8%
VALE vs DUOL
-15.6%
+57.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.3% |
| 7D | -0.2% | -8.6% | +8.4% | +0.3% |
| 30D | +9.7% | +7.2% | +2.6% | +9.2% |
| 3M | +5.3% | +19.1% | -13.8% | +3.9% |
| 6M | +0.5% | +52.5% | -52.0% | -2.6% |
| YTD | +20.6% | -17.3% | +37.9% | +21.5% |
| 1Y | +57.6% | -49.2% | +106.8% | +63.5% |
| 3Y | +50.6% | -7.3% | +57.8% | +43.9% |
| 5Y | +41.8% | -16.3% | +58.1% | +28.6% |
| All | +41.8% | -15.6% | +57.4% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling