+37.8%
VALE vs RIO
+90.3%
-52.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -2.3% |
| 30D | -15.1% | -9.1% | -6.0% | -7.1% |
| 3M | -18.7% | -13.7% | -5.0% | -6.8% |
| 6M | -31.5% | -24.3% | -7.1% | -11.4% |
| YTD | -11.4% | +8.9% | -20.3% | -19.9% |
| 1Y | -1.9% | +22.7% | -24.5% | -21.0% |
| 3Y | +1.7% | +51.2% | -49.5% | -33.7% |
| All | +37.8% | +90.3% | -52.4% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling