+230.8%
RDW vs VALE
+45.4%
+185.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -0.3% | +1.1% | +1.1% |
| 30D | -21.3% | +8.6% | -29.9% | -26.4% |
| 3M | -37.9% | +2.0% | -39.8% | -39.7% |
| 6M | +12.3% | +2.1% | +10.1% | +10.4% |
| YTD | +39.7% | +20.2% | +19.5% | +23.9% |
| 1Y | +25.7% | +55.2% | -29.5% | -5.7% |
| 3Y | +230.8% | +45.9% | +184.9% | +140.6% |
| All | +230.8% | +45.4% | +185.5% | +140.6% |
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 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