+44.9%
VALE vs RCAT
+192.8%
-147.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.7% |
| 7D | +2.9% | +5.4% | -2.5% | +2.7% |
| 30D | +8.8% | -5.6% | +14.4% | +8.9% |
| 3M | +6.8% | -30.2% | +37.0% | +7.9% |
| 6M | +6.9% | -43.4% | +50.3% | +8.2% |
| YTD | +22.8% | +9.6% | +13.2% | +21.0% |
| 1Y | +61.3% | -2.0% | +63.2% | +58.5% |
| 3Y | +53.3% | +825.0% | -771.7% | +33.9% |
| 5Y | +44.9% | +199.8% | -155.0% | +29.9% |
| All | +44.9% | +192.8% | -147.9% | +29.9% |
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 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