+23.9%
ONDS vs VALE
+76.2%
-52.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.9% |
| 7D | +8.2% | +2.9% | +5.3% | +6.9% |
| 30D | -16.4% | +8.8% | -25.2% | -19.6% |
| 3M | -26.0% | +6.8% | -32.8% | -28.3% |
| 6M | -22.5% | +6.9% | -29.4% | -24.2% |
| YTD | -21.9% | +22.8% | -44.8% | -27.9% |
| 1Y | +25.7% | +61.3% | -35.5% | +4.1% |
| 3Y | +735.5% | +53.3% | +682.2% | +597.3% |
| 5Y | -0.1% | +44.9% | -45.0% | -14.7% |
| All | +23.9% | +76.2% | -52.3% | +1.0% |
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