+13.8%
ORCL vs VALE
+1.2%
+12.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.0% | -3.2% | +11.2% | +8.7% |
| 30D | -4.0% | -15.1% | +11.1% | -0.6% |
| 3M | -19.5% | -18.7% | -0.8% | -15.8% |
| 6M | -33.5% | -31.5% | -2.0% | -28.0% |
| YTD | -34.8% | -11.4% | -23.4% | -33.2% |
| 1Y | -41.6% | -1.9% | -39.8% | -41.6% |
| 3Y | +13.8% | +1.7% | +12.1% | +10.1% |
| All | +13.8% | +1.2% | +12.6% | +10.1% |
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