+13.5%
VALE vs DUOL
+3.5%
+10.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +2.2% |
| 7D | +2.9% | -7.8% | +10.7% | +3.4% |
| 30D | +8.8% | +11.8% | -3.0% | +8.0% |
| 3M | +6.8% | +24.1% | -17.3% | +5.1% |
| 6M | +6.9% | +43.6% | -36.7% | +4.0% |
| YTD | +22.8% | -16.6% | +39.4% | +23.6% |
| 1Y | +61.3% | -46.0% | +107.3% | +66.4% |
| 3Y | +53.3% | -6.5% | +59.8% | +46.6% |
| 5Y | +44.9% | -7.4% | +52.3% | +32.1% |
| All | +13.5% | +3.5% | +10.0% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling