+1.7%
VALE vs OWL
-12.9%
+14.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.4% |
| 30D | -15.1% | +13.4% | -28.5% | -16.8% |
| 3M | -18.7% | -21.2% | +2.5% | -15.9% |
| 6M | -31.5% | +4.0% | -35.5% | -32.6% |
| YTD | -11.4% | -29.0% | +17.6% | -7.7% |
| 1Y | -1.9% | -28.4% | +26.6% | +2.0% |
| 3Y | +1.7% | -14.5% | +16.2% | -7.6% |
| All | +1.7% | -12.9% | +14.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 3y: compounded portfolio wealth divided by compounded OWL 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…
3y analysis · Full analysis span regression · 6 months rolling