+38.5%
SLB vs VALE
+1.7%
+36.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.2% |
| 7D | -4.3% | +5.5% | -9.7% | -6.1% |
| 30D | +1.9% | -15.0% | +16.9% | +8.0% |
| 3M | -5.7% | -20.0% | +14.3% | +2.0% |
| 6M | -5.3% | -28.4% | +23.0% | +6.4% |
| YTD | +32.2% | -8.6% | +40.7% | +33.1% |
| 1Y | +38.5% | +2.0% | +36.5% | +34.5% |
| All | +38.5% | +1.7% | +36.8% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling