+342.5%
RCL vs VALE
+493.0%
-150.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | -15.7% | +6.7% | -22.3% | -18.0% |
| 3M | -8.0% | +4.9% | -12.9% | -10.2% |
| 6M | -10.1% | +3.6% | -13.7% | -11.9% |
| YTD | -5.9% | +21.9% | -27.8% | -14.3% |
| 1Y | -23.5% | +61.6% | -85.0% | -38.1% |
| 3Y | +174.4% | +52.1% | +122.3% | +121.3% |
| 5Y | +227.1% | +43.2% | +184.0% | +153.8% |
| 10Y | +342.5% | +521.5% | -179.0% | +136.5% |
| All | +342.5% | +493.0% | -150.4% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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