+736.5%
OXY vs VALE
+2,301.5%
-1,565.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.4% |
| 7D | +0.6% | -1.8% | +2.5% | +1.4% |
| 30D | +4.5% | +6.7% | -2.1% | +1.4% |
| 3M | +8.9% | +4.9% | +4.0% | +5.8% |
| 6M | +12.5% | +3.6% | +8.9% | +8.1% |
| YTD | +50.5% | +21.9% | +28.6% | +33.8% |
| 1Y | +38.6% | +61.6% | -22.9% | +8.5% |
| 3Y | -1.2% | +52.1% | -53.4% | -22.9% |
| 5Y | +161.6% | +43.2% | +118.5% | +100.9% |
| 10Y | +5.3% | +521.5% | -516.2% | -58.3% |
| All | +736.5% | +2,301.5% | -1,565.0% | +154.4% |
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