+3,278.3%
OKE vs VALE
+2,276.6%
+1,001.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +4.6% | +9.7% | -5.2% | +1.3% |
| 3M | +6.9% | +5.3% | +1.7% | +4.5% |
| 6M | +15.8% | +0.5% | +15.2% | +13.9% |
| YTD | +35.2% | +20.6% | +14.6% | +24.2% |
| 1Y | +37.6% | +57.6% | -20.0% | +15.3% |
| 3Y | +72.0% | +50.6% | +21.5% | +42.9% |
| 5Y | +139.0% | +41.8% | +97.1% | +94.3% |
| 10Y | +258.7% | +515.1% | -256.4% | +68.2% |
| All | +3,278.3% | +2,276.6% | +1,001.7% | +861.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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