+2,275.1%
VALE vs OMC
+214.9%
+2,060.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.2% |
| 7D | +1.6% | -6.4% | +8.0% | +5.2% |
| 30D | +5.1% | +1.1% | +4.0% | +3.8% |
| 3M | -0.4% | +10.4% | -10.8% | -7.7% |
| 6M | -2.2% | -1.7% | -0.5% | -3.3% |
| YTD | +20.5% | +4.4% | +16.1% | +11.9% |
| 1Y | +61.2% | +8.4% | +52.7% | +44.2% |
| 3Y | +43.1% | +14.4% | +28.7% | +18.4% |
| 5Y | +34.0% | +33.9% | +0.1% | -6.2% |
| 10Y | +469.7% | +34.9% | +434.8% | +270.6% |
| All | +2,275.1% | +214.9% | +2,060.2% | +728.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling