+2.0%
RDW vs VALE
+46.9%
-44.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +0.9% | -0.3% | +1.1% | +1.0% |
| 30D | -21.3% | +8.6% | -29.9% | -24.1% |
| 3M | -37.9% | +2.0% | -39.8% | -38.8% |
| 6M | +12.3% | +2.1% | +10.1% | +11.6% |
| YTD | +39.7% | +20.2% | +19.5% | +32.2% |
| 1Y | +25.7% | +55.2% | -29.5% | +9.3% |
| 3Y | +230.8% | +45.9% | +184.9% | +187.7% |
| 5Y | -8.8% | +41.4% | -50.1% | -22.6% |
| All | +2.0% | +46.9% | -44.9% | -14.1% |
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