+251.6%
ORCL vs VALE
+223.9%
+27.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.5% |
| 7D | +0.5% | +5.6% | -5.1% | -0.7% |
| 30D | -15.3% | -12.1% | -3.2% | -13.1% |
| 3M | -18.2% | -16.3% | -1.9% | -15.3% |
| 6M | -38.4% | -26.0% | -12.5% | -34.6% |
| YTD | -37.7% | -5.5% | -32.2% | -37.5% |
| 1Y | -49.3% | +6.7% | -56.0% | -50.4% |
| 3Y | +10.6% | +10.2% | +0.5% | +6.1% |
| 5Y | +35.5% | +49.7% | -14.2% | +17.5% |
| 10Y | +251.6% | +222.3% | +29.3% | +148.2% |
| All | +251.6% | +223.9% | +27.7% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling