+40.9%
VALE vs OMC
+30.5%
+10.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -0.3% | -4.4% | +4.1% | +0.6% |
| 30D | +8.6% | -7.6% | +16.2% | +10.2% |
| 3M | +2.0% | +4.5% | -2.5% | +0.3% |
| 6M | +2.1% | -0.3% | +2.4% | +1.4% |
| YTD | +20.2% | -0.1% | +20.3% | +18.7% |
| 1Y | +55.2% | +4.6% | +50.5% | +50.6% |
| 3Y | +45.9% | +10.5% | +35.4% | +35.4% |
| All | +40.9% | +30.5% | +10.4% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling