-36.7%
ONON vs VALE
+57.8%
-94.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -11.6% | +8.6% | -20.2% | -13.5% |
| 3M | -30.1% | +2.0% | -32.1% | -30.5% |
| 6M | -30.5% | +2.1% | -32.6% | -31.6% |
| YTD | -41.0% | +20.2% | -61.2% | -43.6% |
| 1Y | -36.7% | +55.2% | -91.9% | -44.5% |
| All | -36.7% | +57.8% | -94.5% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling