+212.8%
RDDT vs VALE
+48.4%
+164.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +2.8% | +8.6% | -5.8% | +0.8% |
| 3M | -8.9% | +2.0% | -10.9% | -9.4% |
| 6M | +15.1% | +2.1% | +12.9% | +14.1% |
| YTD | -31.4% | +20.2% | -51.6% | -36.4% |
| 1Y | -39.4% | +55.2% | -94.6% | -49.4% |
| All | +212.8% | +48.4% | +164.4% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling