+1,926.7%
ON vs VALE
+2,275.1%
-348.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.4% | +1.6% | +0.8% | +1.7% |
| 30D | -3.3% | +5.1% | -8.4% | -5.7% |
| 3M | -43.6% | -0.4% | -43.2% | -43.4% |
| 6M | +19.0% | -2.2% | +21.2% | +19.8% |
| YTD | +37.4% | +20.5% | +16.8% | +26.2% |
| 1Y | +54.8% | +61.2% | -6.4% | +25.9% |
| 3Y | -25.2% | +43.1% | -68.3% | -36.5% |
| 5Y | +62.7% | +34.0% | +28.8% | +33.3% |
| 10Y | +574.3% | +469.7% | +104.7% | +177.4% |
| All | +1,926.7% | +2,275.1% | -348.4% | +205.8% |
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