+37.8%
VALE vs RCAT
+41.8%
-3.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | -3.2% | -5.9% | +2.7% | -3.0% |
| 30D | -15.1% | -19.7% | +4.6% | -14.5% |
| 3M | -18.7% | -62.9% | +44.2% | -15.6% |
| 6M | -31.5% | -59.6% | +28.1% | -29.5% |
| YTD | -11.4% | -52.1% | +40.6% | -9.9% |
| 1Y | -1.9% | -50.9% | +49.1% | -0.4% |
| 3Y | +1.7% | +333.8% | -332.1% | -8.4% |
| All | +37.8% | +41.8% | -3.9% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling