+36.6%
ORLY vs VALE
+45.4%
-8.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -6.8% | +8.6% | -15.4% | -7.2% |
| 3M | -4.8% | +2.0% | -6.7% | -4.9% |
| 6M | -9.1% | +2.1% | -11.2% | -9.3% |
| YTD | -5.9% | +20.2% | -26.1% | -7.0% |
| 1Y | -20.4% | +55.2% | -75.6% | -22.5% |
| 3Y | +36.6% | +45.9% | -9.3% | +30.8% |
| All | +36.6% | +45.4% | -8.8% | +30.8% |
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