-10.5%
ONON vs VALE
+45.8%
-56.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -13.1% | +9.7% | -22.9% | -16.0% |
| 3M | -29.3% | +5.3% | -34.6% | -30.8% |
| 6M | -34.5% | +0.5% | -35.1% | -35.2% |
| YTD | -42.2% | +20.6% | -62.8% | -46.9% |
| 1Y | -37.3% | +57.6% | -94.9% | -48.2% |
| All | -10.5% | +45.8% | -56.3% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling