+2,275.1%
VALE vs RBA
+2,824.5%
-549.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.9% |
| 30D | +5.1% | -12.3% | +17.4% | +11.1% |
| 3M | -0.4% | -20.5% | +20.1% | +8.5% |
| 6M | -2.2% | -18.5% | +16.3% | +5.1% |
| YTD | +20.5% | -18.2% | +38.8% | +28.2% |
| 1Y | +61.2% | -27.5% | +88.7% | +80.3% |
| 3Y | +43.1% | +38.1% | +5.1% | +15.0% |
| 5Y | +34.0% | +44.8% | -10.8% | -1.6% |
| 10Y | +469.7% | +187.1% | +282.5% | +169.8% |
| All | +2,275.1% | +2,824.5% | -549.4% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling