+824.5%
RIOT vs VALE
+664.9%
+159.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.0% |
| 7D | +25.1% | +2.9% | +22.2% | +22.9% |
| 30D | +8.5% | +8.8% | -0.3% | +3.2% |
| 3M | -13.4% | +6.8% | -20.1% | -16.4% |
| 6M | +57.1% | +6.9% | +50.2% | +52.8% |
| YTD | +75.7% | +22.8% | +52.9% | +59.0% |
| 1Y | +65.6% | +61.3% | +4.4% | +28.9% |
| 3Y | +103.3% | +53.3% | +50.0% | +59.3% |
| 5Y | -26.7% | +44.9% | -71.6% | -42.7% |
| 10Y | +527.2% | +486.8% | +40.4% | +205.8% |
| All | +824.5% | +664.9% | +159.6% | +313.9% |
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