+210.3%
RSP vs VALE
+206.4%
+3.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | +1.8% | -1.5% | +3.3% | +2.1% |
| 30D | +3.5% | -15.6% | +19.1% | +7.4% |
| 3M | +0.2% | -19.5% | +19.8% | +5.0% |
| 6M | +9.1% | -31.9% | +41.0% | +18.5% |
| YTD | +16.6% | -11.0% | +27.6% | +18.1% |
| 1Y | +17.9% | -2.1% | +20.0% | +16.7% |
| 3Y | +64.6% | +1.4% | +63.2% | +59.2% |
| 5Y | +48.4% | +36.2% | +12.3% | +28.5% |
| All | +210.3% | +206.4% | +3.9% | +122.8% |
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