+52.0%
VALE vs OSCR
-9.0%
+61.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | +8.6% | +10.7% | -2.0% | +8.0% |
| 3M | +2.0% | +13.4% | -11.4% | +1.1% |
| 6M | +2.1% | +144.6% | -142.4% | -3.1% |
| YTD | +20.2% | +128.0% | -107.8% | +14.2% |
| 1Y | +55.2% | +68.7% | -13.5% | +48.9% |
| 3Y | +45.9% | +398.8% | -352.9% | +26.5% |
| 5Y | +41.4% | +87.3% | -45.9% | +17.6% |
| All | +52.0% | -9.0% | +61.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling