+312.1%
ROST vs VALE
+526.3%
-214.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -6.9% | +8.6% | -15.5% | -8.5% |
| 3M | -3.3% | +2.0% | -5.3% | -4.0% |
| 6M | +9.0% | +2.1% | +6.9% | +8.0% |
| YTD | +28.9% | +20.2% | +8.6% | +22.8% |
| 1Y | +54.0% | +55.2% | -1.2% | +38.8% |
| 3Y | +100.7% | +45.9% | +54.8% | +80.5% |
| 5Y | +116.0% | +41.4% | +74.6% | +88.2% |
| All | +312.1% | +526.3% | -214.2% | +173.6% |
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