+41.8%
VALE vs RIO
+90.3%
-48.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +2.9% |
| 7D | -0.2% | -3.4% | +3.2% | +3.0% |
| 30D | +9.7% | +0.6% | +9.2% | +8.9% |
| 3M | +5.3% | +2.5% | +2.7% | +2.2% |
| 6M | +0.5% | +10.8% | -10.2% | -10.1% |
| YTD | +20.6% | +30.5% | -9.9% | -8.2% |
| 1Y | +57.6% | +68.1% | -10.5% | -6.8% |
| 3Y | +50.6% | +94.0% | -43.5% | -22.9% |
| 5Y | +41.8% | +92.0% | -50.2% | -30.0% |
| All | +41.8% | +90.3% | -48.5% | -30.0% |
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