-31.1%
ORCL vs VALE
+61.4%
-92.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.9% |
| 7D | +15.0% | +2.9% | +12.1% | +14.1% |
| 30D | +10.5% | +8.8% | +1.7% | +8.1% |
| 3M | -23.0% | +6.8% | -29.8% | -24.4% |
| 6M | +7.0% | +6.9% | +0.1% | +5.4% |
| YTD | -15.8% | +22.8% | -38.6% | -21.0% |
| 1Y | -31.1% | +61.3% | -92.3% | -54.0% |
| All | -31.1% | +61.4% | -92.5% | -54.0% |
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 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