+51.5%
RSP vs VALE
+41.9%
+9.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -0.4% | +2.9% | -3.3% | -0.9% |
| 30D | -1.5% | +8.8% | -10.3% | -3.1% |
| 3M | +4.8% | +6.8% | -2.0% | +3.3% |
| 6M | +10.3% | +6.9% | +3.4% | +8.5% |
| YTD | +14.1% | +22.8% | -8.8% | +8.9% |
| 1Y | +17.0% | +61.3% | -44.2% | +6.0% |
| 3Y | +54.2% | +53.3% | +0.9% | +38.9% |
| 5Y | +51.5% | +44.9% | +6.7% | +37.8% |
| All | +51.5% | +41.9% | +9.6% | +37.8% |
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 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