+2,320.2%
VALE vs RIO
+1,908.2%
+412.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.5% |
| 7D | +2.9% | +1.9% | +1.0% | +1.3% |
| 30D | +8.8% | +5.0% | +3.8% | +4.5% |
| 3M | +6.8% | +5.1% | +1.6% | +2.2% |
| 6M | +6.9% | +17.6% | -10.7% | -7.0% |
| YTD | +22.8% | +36.3% | -13.5% | -5.3% |
| 1Y | +61.3% | +71.2% | -9.9% | +2.9% |
| 3Y | +53.3% | +102.7% | -49.4% | -14.2% |
| 5Y | +44.9% | +99.6% | -54.7% | -16.9% |
| 10Y | +486.8% | +603.1% | -116.3% | +33.2% |
| All | +2,320.2% | +1,908.2% | +412.0% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling