+67.6%
UBER vs VALE
+74.0%
-6.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | +1.6% | -3.2% | +4.8% | +2.7% |
| 30D | +0.6% | -15.1% | +15.6% | +5.8% |
| 3M | -8.2% | -18.7% | +10.5% | -2.3% |
| 6M | -6.7% | -31.5% | +24.8% | +4.3% |
| YTD | -14.7% | -11.4% | -3.3% | -13.6% |
| 1Y | -24.1% | -1.9% | -22.2% | -25.8% |
| 3Y | +33.4% | +1.7% | +31.7% | +26.1% |
| 5Y | +54.5% | +35.4% | +19.0% | +23.1% |
| All | +67.6% | +74.0% | -6.3% | +4.5% |
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 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