+2,223.4%
VALE vs OVV
+162.8%
+2,060.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +5.1% | +11.7% | -6.6% | +0.2% |
| 3M | -0.4% | +9.8% | -10.2% | -5.1% |
| 6M | -2.2% | +26.6% | -28.8% | -13.6% |
| YTD | +20.5% | +67.0% | -46.5% | -5.7% |
| 1Y | +61.2% | +55.9% | +5.3% | +28.6% |
| 3Y | +43.1% | +45.5% | -2.4% | +10.4% |
| 5Y | +34.0% | +157.3% | -123.4% | -27.7% |
| 10Y | +469.7% | +65.0% | +404.7% | +103.0% |
| All | +2,223.4% | +162.8% | +2,060.6% | +883.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling