+41.8%
VALE vs OTIS
-19.0%
+60.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -0.2% | -5.0% | +4.8% | +1.8% |
| 30D | +9.7% | -6.5% | +16.2% | +12.5% |
| 3M | +5.3% | -2.0% | +7.2% | +5.5% |
| 6M | +0.5% | -20.2% | +20.7% | +9.4% |
| YTD | +20.6% | -21.0% | +41.6% | +31.3% |
| 1Y | +57.6% | -20.9% | +78.5% | +71.0% |
| 3Y | +50.6% | -13.3% | +63.9% | +53.5% |
| 5Y | +41.8% | -18.5% | +60.4% | +46.9% |
| All | +41.8% | -19.0% | +60.8% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling