+1,127.7%
RSP vs VALE
+2,077.8%
-950.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -0.3% | +5.1% | -5.5% | -1.7% |
| 3M | +4.3% | -0.4% | +4.7% | +4.0% |
| 6M | +8.8% | -2.2% | +11.0% | +8.7% |
| YTD | +15.3% | +20.5% | -5.3% | +8.7% |
| 1Y | +18.3% | +61.2% | -42.9% | +3.3% |
| 3Y | +52.8% | +43.1% | +9.7% | +35.2% |
| 5Y | +51.7% | +34.0% | +17.8% | +31.1% |
| 10Y | +208.5% | +469.7% | -261.2% | +63.8% |
| All | +1,127.7% | +2,077.8% | -950.1% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling