+208.0%
RDDT vs VALE
+48.9%
+159.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.5% | +9.7% | -10.3% | -2.7% |
| 3M | -9.8% | +5.3% | -15.1% | -11.0% |
| 6M | +15.8% | +0.5% | +15.3% | +15.4% |
| YTD | -32.4% | +20.6% | -53.0% | -37.4% |
| 1Y | -40.0% | +57.6% | -97.6% | -50.2% |
| All | +208.0% | +48.9% | +159.1% | +151.6% |
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