+39.7%
RIG vs VALE
+3.0%
+36.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.1% | -11.7% | -8.9% |
| 7D | -18.8% | -0.3% | -18.4% | -18.7% |
| 30D | -1.1% | -19.2% | +18.1% | +6.0% |
| 3M | +4.4% | -20.7% | +25.1% | +12.7% |
| 6M | -20.8% | -25.8% | +5.0% | -12.9% |
| YTD | +32.0% | -9.8% | +41.7% | +30.8% |
| 1Y | +39.7% | +3.7% | +36.1% | +22.0% |
| All | +39.7% | +3.0% | +36.8% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling