+222.3%
VALE vs OVV
+48.9%
+173.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +5.6% | -10.7% | +16.3% | +8.5% |
| 30D | -12.1% | -5.3% | -6.8% | -11.1% |
| 3M | -16.3% | +2.4% | -18.7% | -17.2% |
| 6M | -26.0% | +5.7% | -31.6% | -27.8% |
| YTD | -5.5% | +56.8% | -62.3% | -17.8% |
| 1Y | +6.7% | +59.3% | -52.6% | -7.7% |
| 3Y | +10.2% | +49.0% | -38.8% | -6.2% |
| 5Y | +49.7% | +88.1% | -38.4% | +14.4% |
| 10Y | +222.3% | +42.5% | +179.7% | +90.9% |
| All | +222.3% | +48.9% | +173.4% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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