+82.6%
VALE vs OUST
-68.5%
+151.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.0% | +9.2% | +0.7% |
| 7D | +2.4% | -5.0% | +7.5% | +2.6% |
| 30D | -18.7% | -32.0% | +13.4% | -17.2% |
| 3M | -21.2% | -32.4% | +11.2% | -19.9% |
| 6M | -26.1% | +6.7% | -32.8% | -27.7% |
| YTD | -9.6% | +41.0% | -50.7% | -13.2% |
| 1Y | +0.7% | +18.0% | -17.2% | -2.6% |
| 3Y | +3.3% | +560.6% | -557.3% | -12.4% |
| 5Y | +49.4% | -55.1% | +104.5% | +38.5% |
| All | +82.6% | -68.5% | +151.1% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling