+1,898.7%
RCL vs VALE
+1,701.1%
+197.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +19.4% | -14.3% | +33.8% | +26.6% |
| 3M | +9.8% | -16.8% | +26.6% | +17.2% |
| 6M | +28.6% | -30.2% | +58.9% | +46.7% |
| YTD | +22.2% | -8.6% | +30.8% | +24.4% |
| 1Y | +29.7% | +1.6% | +28.1% | +26.6% |
| 3Y | +265.3% | +4.1% | +261.2% | +244.3% |
| 5Y | +301.8% | +38.7% | +263.1% | +220.2% |
| 10Y | +360.5% | +214.6% | +145.9% | +144.8% |
| All | +1,898.7% | +1,701.1% | +197.6% | +418.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling