+84.7%
VALE vs OUST
-60.6%
+145.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | +5.5% | +31.9% | -26.4% | +3.8% |
| 30D | -15.0% | -4.2% | -10.8% | -15.0% |
| 3M | -20.0% | -9.3% | -10.7% | -20.0% |
| 6M | -28.4% | +51.7% | -80.0% | -31.2% |
| YTD | -8.6% | +76.6% | -85.2% | -13.4% |
| 1Y | +2.0% | +48.9% | -46.9% | -2.7% |
| 3Y | +4.1% | +675.3% | -671.2% | -12.5% |
| 5Y | +46.4% | -44.0% | +90.5% | +34.2% |
| All | +84.7% | -60.6% | +145.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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