+1,142.9%
RSP vs VALE
+1,551.6%
-408.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.8% |
| 7D | +0.7% | +5.5% | -4.7% | -0.6% |
| 30D | +3.7% | -15.0% | +18.7% | +7.9% |
| 3M | +0.7% | -20.0% | +20.7% | +6.1% |
| 6M | +9.0% | -28.4% | +37.4% | +17.9% |
| YTD | +16.7% | -8.6% | +25.3% | +17.7% |
| 1Y | +19.0% | +2.0% | +17.0% | +16.6% |
| 3Y | +64.7% | +4.1% | +60.6% | +58.0% |
| 5Y | +49.6% | +46.4% | +3.2% | +26.1% |
| 10Y | +213.2% | +202.4% | +10.8% | +96.8% |
| All | +1,142.9% | +1,551.6% | -408.6% | +379.1% |
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