+238.8%
RCL vs VALE
+41.9%
+196.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -0.5% | +2.9% | -3.4% | -1.4% |
| 30D | -17.3% | +8.8% | -26.1% | -19.6% |
| 3M | -2.8% | +6.8% | -9.5% | -5.0% |
| 6M | -4.4% | +6.9% | -11.3% | -6.5% |
| YTD | -4.2% | +22.8% | -27.0% | -10.5% |
| 1Y | -23.4% | +61.3% | -84.6% | -34.0% |
| 3Y | +179.4% | +53.3% | +126.1% | +139.0% |
| 5Y | +238.8% | +44.9% | +193.9% | +189.9% |
| All | +238.8% | +41.9% | +196.9% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling