+1,016.1%
ORCL vs VALE
+1,702.7%
-686.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -11.2% | +1.8% | -12.9% | -11.6% |
| 30D | -18.8% | -14.8% | -4.0% | -15.8% |
| 3M | -18.8% | -19.0% | +0.2% | -14.8% |
| 6M | -39.7% | -27.7% | -12.0% | -35.1% |
| YTD | -39.6% | -8.5% | -31.1% | -39.0% |
| 1Y | -51.7% | +2.6% | -54.4% | -52.6% |
| 3Y | +10.2% | +4.0% | +6.2% | +6.3% |
| 5Y | +30.8% | +51.2% | -20.4% | +10.6% |
| 10Y | +252.1% | +263.0% | -11.0% | +114.3% |
| All | +1,016.1% | +1,702.7% | -686.6% | +186.3% |
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 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