+1,384.7%
RTX vs VALE
+2,275.1%
-890.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.2% | +1.6% | -6.8% | -5.6% |
| 30D | -9.4% | +5.1% | -14.5% | -10.6% |
| 3M | +12.3% | -0.4% | +12.7% | +12.0% |
| 6M | -3.1% | -2.2% | -0.9% | -3.3% |
| YTD | +10.7% | +20.5% | -9.9% | +4.9% |
| 1Y | +28.4% | +61.2% | -32.8% | +13.6% |
| 3Y | +147.1% | +43.1% | +103.9% | +120.0% |
| 5Y | +167.2% | +34.0% | +133.3% | +132.3% |
| 10Y | +274.7% | +469.7% | -195.0% | +112.6% |
| All | +1,384.7% | +2,275.1% | -890.4% | +405.1% |
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