+2,275.1%
VALE vs RCAT
-100.0%
+2,375.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | +5.1% | -3.3% | +8.5% | +5.1% |
| 3M | -0.4% | -43.2% | +42.8% | -0.4% |
| 6M | -2.2% | -43.2% | +41.0% | -2.2% |
| YTD | +20.5% | +5.5% | +15.0% | +20.5% |
| 1Y | +61.2% | -1.6% | +62.8% | +61.1% |
| 3Y | +43.1% | +773.7% | -730.6% | +43.0% |
| 5Y | +34.0% | +187.6% | -153.7% | +33.8% |
| 10Y | +469.7% | -98.5% | +568.1% | +479.3% |
| All | +2,275.1% | -100.0% | +2,375.1% | +2,382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling