+294.8%
VALE vs OTIS
+91.3%
+203.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -0.3% | -3.0% | +2.7% | +0.9% |
| 30D | +8.6% | -6.0% | +14.6% | +11.1% |
| 3M | +2.0% | -0.9% | +2.9% | +1.9% |
| 6M | +2.1% | -17.3% | +19.4% | +9.4% |
| YTD | +20.2% | -19.6% | +39.8% | +29.7% |
| 1Y | +55.2% | -21.0% | +76.2% | +68.4% |
| 3Y | +45.9% | -12.1% | +58.0% | +49.4% |
| 5Y | +41.4% | -17.1% | +58.5% | +45.8% |
| All | +294.8% | +91.3% | +203.5% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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