+63.0%
RSP vs VALE
+5.5%
+57.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -1.0% | +1.8% | -2.8% | -1.4% |
| 30D | +2.6% | -14.8% | +17.4% | +5.7% |
| 3M | -0.8% | -19.0% | +18.2% | +3.1% |
| 6M | +6.3% | -27.7% | +34.0% | +12.8% |
| YTD | +14.1% | -8.5% | +22.6% | +14.0% |
| 1Y | +18.0% | +2.6% | +15.4% | +14.6% |
| All | +63.0% | +5.5% | +57.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling