+158.6%
RTX vs VALE
+5.0%
+153.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.2% |
| 7D | -1.7% | +5.5% | -7.2% | -2.1% |
| 30D | +7.7% | -15.0% | +22.7% | +8.9% |
| 3M | -10.3% | -20.0% | +9.7% | -8.9% |
| 6M | +14.6% | -28.4% | +43.0% | +17.4% |
| YTD | +10.4% | -8.6% | +19.0% | +10.9% |
| 1Y | +13.5% | +2.0% | +11.6% | +13.2% |
| 3Y | +158.6% | +4.1% | +154.5% | +155.7% |
| All | +158.6% | +5.0% | +153.6% | +155.7% |
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