-24.1%
RKT vs VALE
+79.4%
-103.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -9.0% | -3.2% | -5.8% | -7.8% |
| 30D | +30.2% | -15.1% | +45.3% | +37.8% |
| 3M | -8.8% | -18.7% | +9.9% | -2.2% |
| 6M | -0.9% | -31.5% | +30.5% | +12.8% |
| YTD | -29.2% | -11.4% | -17.7% | -26.1% |
| 1Y | -20.1% | -1.9% | -18.2% | -19.4% |
| 3Y | +81.3% | +1.7% | +79.6% | +78.3% |
| 5Y | -6.6% | +35.4% | -42.0% | -13.9% |
| All | -24.1% | +79.4% | -103.5% | -36.6% |
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