+75.9%
UBER vs VALE
+141.3%
-65.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.1% |
| 7D | -2.8% | +2.9% | -5.7% | -3.7% |
| 30D | -2.5% | +8.8% | -11.3% | -5.3% |
| 3M | +4.4% | +6.8% | -2.4% | +1.6% |
| 6M | -2.7% | +6.9% | -9.6% | -5.7% |
| YTD | -10.5% | +22.8% | -33.3% | -18.0% |
| 1Y | -22.5% | +61.3% | -83.8% | -35.4% |
| 3Y | +54.8% | +53.3% | +1.5% | +28.3% |
| 5Y | +82.5% | +44.9% | +37.7% | +45.9% |
| All | +75.9% | +141.3% | -65.3% | -0.9% |
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