+8,048.9%
ORLY vs VALE
+2,301.5%
+5,747.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -6.7% | +6.7% | -13.3% | -7.7% |
| 3M | -3.8% | +4.9% | -8.7% | -4.8% |
| 6M | -9.0% | +3.6% | -12.6% | -9.9% |
| YTD | -5.6% | +21.9% | -27.5% | -9.1% |
| 1Y | -19.5% | +61.6% | -81.0% | -25.9% |
| 3Y | +34.7% | +52.1% | -17.4% | +23.5% |
| 5Y | +118.0% | +43.2% | +74.9% | +95.6% |
| 10Y | +364.1% | +521.5% | -157.4% | +205.4% |
| All | +8,048.9% | +2,301.5% | +5,747.4% | +3,960.0% |
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 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