+147.9%
OXY vs VALE
+40.3%
+107.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +5.5% | +8.6% | -3.2% | +2.5% |
| 3M | +11.3% | +2.0% | +9.3% | +10.1% |
| 6M | +11.6% | +2.1% | +9.5% | +8.7% |
| YTD | +51.6% | +20.2% | +31.3% | +37.6% |
| 1Y | +36.2% | +55.2% | -19.0% | +11.4% |
| 3Y | +1.7% | +45.9% | -44.2% | -17.0% |
| All | +147.9% | +40.3% | +107.6% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling