+65.7%
RIOT vs VALE
+60.7%
+4.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.4% |
| 7D | +14.8% | +1.6% | +13.2% | +12.4% |
| 30D | +1.4% | +5.1% | -3.7% | -4.1% |
| 3M | -20.6% | -0.4% | -20.2% | -20.6% |
| 6M | +31.9% | -2.2% | +34.1% | +34.0% |
| YTD | +72.1% | +20.5% | +51.5% | +58.6% |
| 1Y | +65.7% | +61.2% | +4.5% | +53.0% |
| All | +65.7% | +60.7% | +4.9% | +53.0% |
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