+3.7%
VALE vs OMC
+24.5%
-20.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +4.3% |
| 7D | -0.3% | +12.5% | -12.9% | +0.3% |
| 30D | -19.2% | +16.3% | -35.5% | -18.5% |
| 3M | -20.7% | +8.1% | -28.8% | -20.4% |
| 6M | -25.8% | +17.2% | -42.9% | -25.4% |
| YTD | -9.8% | +11.8% | -21.5% | -10.5% |
| 1Y | +3.7% | +23.9% | -20.3% | +6.4% |
| All | +3.7% | +24.5% | -20.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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