-36.9%
RKT vs VALE
+57.7%
-94.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -7.9% | +9.7% | -17.6% | -12.4% |
| 3M | +5.2% | +5.3% | -0.1% | +1.3% |
| 6M | -14.9% | +0.5% | -15.5% | -14.9% |
| YTD | -31.9% | +20.6% | -52.5% | -32.8% |
| 1Y | -36.9% | +57.6% | -94.5% | -37.4% |
| All | -36.9% | +57.7% | -94.6% | -37.4% |
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