+43.6%
VALE vs OUST
-49.1%
+92.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.0% | -12.8% | +0.5% |
| 7D | +1.8% | +17.0% | -15.2% | +0.8% |
| 30D | -14.8% | -16.5% | +1.7% | -14.3% |
| 3M | -19.0% | -23.7% | +4.6% | -18.3% |
| 6M | -27.7% | +18.4% | -46.1% | -29.7% |
| YTD | -8.5% | +60.8% | -69.3% | -12.8% |
| 1Y | +2.6% | +44.2% | -41.6% | -1.8% |
| 3Y | +4.0% | +668.1% | -664.1% | -11.9% |
| All | +43.6% | -49.1% | +92.6% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling