+489.2%
VALE vs RIO
+608.6%
-119.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.9% |
| 7D | -0.3% | -3.2% | +2.9% | +2.9% |
| 30D | +8.6% | +0.9% | +7.7% | +7.3% |
| 3M | +2.0% | -1.4% | +3.4% | +2.9% |
| 6M | +2.1% | +10.9% | -8.8% | -9.5% |
| YTD | +20.2% | +31.2% | -11.0% | -10.4% |
| 1Y | +55.2% | +67.9% | -12.8% | -10.8% |
| 3Y | +45.9% | +88.8% | -42.9% | -26.0% |
| 5Y | +41.4% | +93.1% | -51.7% | -30.7% |
| All | +489.2% | +608.6% | -119.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling