+281.6%
RCL vs VALE
+48.9%
+232.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.0% |
| 7D | +5.0% | +5.6% | -0.6% | +3.3% |
| 30D | +19.4% | -12.1% | +31.5% | +24.0% |
| 3M | +5.9% | -16.3% | +22.2% | +11.3% |
| 6M | +23.8% | -26.0% | +49.8% | +34.9% |
| YTD | +22.8% | -5.5% | +28.3% | +23.6% |
| 1Y | +34.3% | +6.7% | +27.6% | +30.2% |
| 3Y | +276.4% | +10.2% | +266.3% | +253.4% |
| 5Y | +281.6% | +49.7% | +231.8% | +189.2% |
| All | +281.6% | +48.9% | +232.7% | +189.2% |
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