+2.0%
VALE vs OUST
+41.3%
-39.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | +5.5% | +31.9% | -26.4% | +2.8% |
| 30D | -15.0% | -4.2% | -10.8% | -15.1% |
| 3M | -20.0% | -9.3% | -10.7% | -20.1% |
| 6M | -28.4% | +51.7% | -80.0% | -34.6% |
| YTD | -8.6% | +76.6% | -85.2% | -20.2% |
| 1Y | +2.0% | +48.9% | -46.9% | -8.8% |
| All | +2.0% | +41.3% | -39.3% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling