+2.0%
VALE vs RBA
-3.8%
+5.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | +5.5% | +3.2% | +2.3% | +5.3% |
| 30D | -15.0% | +12.0% | -27.0% | -15.4% |
| 3M | -20.0% | +2.9% | -22.9% | -19.7% |
| 6M | -28.4% | -6.3% | -22.1% | -28.1% |
| YTD | -8.6% | -5.9% | -2.7% | -11.6% |
| 1Y | +2.0% | -3.9% | +5.8% | -2.0% |
| All | +2.0% | -3.8% | +5.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling