-27.0%
RKT vs VALE
+144.3%
-171.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -7.9% | +9.7% | -17.6% | -11.1% |
| 3M | +5.2% | +5.3% | -0.1% | +2.7% |
| 6M | -14.9% | +0.5% | -15.5% | -15.0% |
| YTD | -31.9% | +20.6% | -52.5% | -36.1% |
| 1Y | -36.9% | +57.6% | -94.5% | -46.1% |
| 3Y | +35.7% | +50.6% | -14.8% | +17.4% |
| 5Y | -9.7% | +41.8% | -51.5% | -22.0% |
| All | -27.0% | +144.3% | -171.3% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling