+143.5%
VALE vs OUST
-62.4%
+206.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | +1.6% | +5.2% | -3.6% | +1.3% |
| 30D | +5.1% | -19.3% | +24.4% | +6.1% |
| 3M | -0.4% | -22.6% | +22.2% | -0.2% |
| 6M | -2.2% | +62.8% | -65.0% | -6.4% |
| YTD | +20.5% | +68.3% | -47.8% | +14.9% |
| 1Y | +61.2% | +28.5% | +32.6% | +54.6% |
| 3Y | +43.1% | +554.0% | -510.9% | +21.4% |
| 5Y | +34.0% | -56.2% | +90.2% | +24.6% |
| All | +143.5% | -62.4% | +206.0% | +131.6% |
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 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