+52.5%
VALE vs OSCR
-9.5%
+62.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.3% |
| 30D | +9.7% | +16.5% | -6.7% | +8.8% |
| 3M | +5.3% | +17.0% | -11.7% | +4.2% |
| 6M | +0.5% | +145.0% | -144.4% | -4.6% |
| YTD | +20.6% | +126.7% | -106.1% | +14.6% |
| 1Y | +57.6% | +67.2% | -9.7% | +51.3% |
| 3Y | +50.6% | +405.1% | -354.6% | +30.4% |
| 5Y | +41.8% | +86.2% | -44.3% | +18.0% |
| All | +52.5% | -9.5% | +62.0% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling