+82.0%
USO vs VALE
+526.3%
-444.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.1% | -0.3% | +9.4% | +9.2% |
| 30D | +21.7% | +8.6% | +13.1% | +19.1% |
| 3M | +20.2% | +2.0% | +18.3% | +19.3% |
| 6M | +43.4% | +2.1% | +41.2% | +40.3% |
| YTD | +124.0% | +20.2% | +103.8% | +107.8% |
| 1Y | +112.2% | +55.2% | +57.0% | +82.8% |
| 3Y | +97.7% | +45.9% | +51.8% | +69.6% |
| 5Y | +217.4% | +41.4% | +176.0% | +166.1% |
| All | +82.0% | +526.3% | -444.4% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling