+1.7%
VALE vs OMC
+29.7%
-28.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -3.2% | +1.9% | -5.1% | -3.4% |
| 30D | -15.1% | +12.2% | -27.3% | -16.2% |
| 3M | -18.7% | +0.6% | -19.3% | -18.8% |
| 6M | -31.5% | +21.0% | -52.5% | -33.7% |
| YTD | -11.4% | +12.4% | -23.8% | -13.3% |
| 1Y | -1.9% | +25.4% | -27.3% | -6.7% |
| 3Y | +1.7% | +29.2% | -27.5% | -11.9% |
| All | +1.7% | +29.7% | -28.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling