+61.6%
VALE vs RCAT
-7.9%
+69.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.3% |
| 7D | -1.8% | -2.3% | +0.4% | -1.7% |
| 30D | +6.7% | -18.7% | +25.4% | +8.1% |
| 3M | +4.9% | -29.3% | +34.2% | +6.9% |
| 6M | +3.6% | -42.3% | +45.9% | +6.0% |
| YTD | +21.9% | +2.5% | +19.4% | +19.3% |
| 1Y | +61.6% | -5.7% | +67.2% | +57.9% |
| All | +61.6% | -7.9% | +69.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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