+53.1%
RGTI vs VALE
+34.1%
+19.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -16.2% | +9.7% | -25.9% | -20.3% |
| 3M | -22.0% | +5.3% | -27.3% | -24.2% |
| 6M | -10.8% | +0.5% | -11.3% | -10.0% |
| YTD | -31.6% | +20.6% | -52.2% | -36.4% |
| 1Y | -6.4% | +57.6% | -64.0% | -22.2% |
| 3Y | +665.7% | +50.6% | +615.1% | +538.9% |
| 5Y | +55.6% | +41.8% | +13.8% | +32.3% |
| All | +53.1% | +34.1% | +19.0% | +30.1% |
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