-8.0%
RKT vs VALE
+41.6%
-49.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -1.0% | -1.8% | +0.9% | -0.3% |
| 30D | -2.4% | +6.7% | -9.1% | -5.2% |
| 3M | +1.9% | +4.9% | -3.0% | -0.7% |
| 6M | -13.9% | +3.6% | -17.4% | -15.0% |
| YTD | -30.6% | +21.9% | -52.5% | -35.9% |
| 1Y | -34.4% | +61.6% | -95.9% | -45.8% |
| 3Y | +38.2% | +52.1% | -13.9% | +16.4% |
| All | -8.0% | +41.6% | -49.6% | -21.0% |
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