-6.1%
RDW vs VALE
+40.3%
-46.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -0.3% | +1.1% | +1.0% |
| 30D | -21.3% | +8.6% | -29.9% | -24.4% |
| 3M | -37.9% | +2.0% | -39.8% | -38.9% |
| 6M | +12.3% | +2.1% | +10.1% | +11.5% |
| YTD | +39.7% | +20.2% | +19.5% | +31.2% |
| 1Y | +25.7% | +55.2% | -29.5% | +7.3% |
| 3Y | +230.8% | +45.9% | +184.9% | +182.2% |
| All | -6.1% | +40.3% | -46.4% | -25.5% |
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