-26.7%
RIOT vs VALE
+40.3%
-67.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -1.5% | -0.3% | -1.3% | -1.3% |
| 30D | +5.7% | +8.6% | -3.0% | +0.3% |
| 3M | -17.9% | +2.0% | -19.8% | -18.9% |
| 6M | +45.0% | +2.1% | +42.9% | +44.6% |
| YTD | +69.5% | +20.2% | +49.2% | +55.1% |
| 1Y | +37.2% | +55.2% | -18.0% | +8.8% |
| 3Y | +111.7% | +45.9% | +65.8% | +70.0% |
| All | -26.7% | +40.3% | -67.0% | -34.5% |
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