+1,420.7%
ORCL vs VALE
+2,275.1%
-854.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.1% |
| 7D | +5.3% | +1.6% | +3.7% | +4.8% |
| 30D | +10.0% | +5.1% | +4.8% | +8.6% |
| 3M | -32.6% | -0.4% | -32.2% | -32.6% |
| 6M | +4.9% | -2.2% | +7.1% | +5.2% |
| YTD | -17.8% | +20.5% | -38.3% | -22.1% |
| 1Y | -28.0% | +61.2% | -89.2% | -36.5% |
| 3Y | +36.0% | +43.1% | -7.1% | +21.5% |
| 5Y | +88.7% | +34.0% | +54.8% | +64.5% |
| 10Y | +346.9% | +469.7% | -122.8% | +142.7% |
| All | +1,420.7% | +2,275.1% | -854.3% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling