+56.2%
RIG vs VALE
+40.3%
+15.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -0.5% | +8.6% | -9.2% | -5.6% |
| 3M | -6.0% | +2.0% | -8.0% | -7.7% |
| 6M | -10.1% | +2.1% | -12.3% | -13.5% |
| YTD | +37.3% | +20.2% | +17.1% | +18.2% |
| 1Y | +73.9% | +55.2% | +18.8% | +26.0% |
| 3Y | -30.2% | +45.9% | -76.1% | -48.6% |
| All | +56.2% | +40.3% | +15.9% | +15.1% |
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 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