+1,645.1%
VALE vs RIO
+1,504.4%
+140.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -2.4% |
| 30D | -15.1% | -9.1% | -6.0% | -8.2% |
| 3M | -18.7% | -13.7% | -5.0% | -8.4% |
| 6M | -31.5% | -24.3% | -7.1% | -14.3% |
| YTD | -11.4% | +8.9% | -20.3% | -17.9% |
| 1Y | -1.9% | +22.7% | -24.5% | -17.5% |
| 3Y | +1.7% | +51.2% | -49.5% | -27.8% |
| 5Y | +35.4% | +88.1% | -52.7% | -18.4% |
| 10Y | +204.8% | +352.3% | -147.5% | -2.2% |
| All | +1,645.1% | +1,504.4% | +140.8% | +185.8% |
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 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