-73.2%
USO vs VALE
+290.4%
-363.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.3% |
| 7D | +3.6% | +2.9% | +0.7% | +2.7% |
| 30D | +23.8% | +8.8% | +15.0% | +20.6% |
| 3M | +8.1% | +6.8% | +1.3% | +5.5% |
| 6M | +34.3% | +6.9% | +27.3% | +29.1% |
| YTD | +111.1% | +22.8% | +88.3% | +93.1% |
| 1Y | +99.9% | +61.3% | +38.7% | +67.8% |
| 3Y | +86.5% | +53.3% | +33.2% | +55.2% |
| 5Y | +200.5% | +44.9% | +155.7% | +145.7% |
| 10Y | +66.5% | +486.8% | -420.2% | -21.2% |
| All | -73.2% | +290.4% | -363.6% | -88.8% |
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