+3.7%
VALE vs RL
+34.3%
-30.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.4% | +3.1% |
| 7D | -0.3% | +5.8% | -6.1% | -1.7% |
| 30D | -19.2% | +12.7% | -31.9% | -21.6% |
| 3M | -20.7% | +9.3% | -30.1% | -22.3% |
| 6M | -25.8% | +16.9% | -42.7% | -28.8% |
| YTD | -9.8% | +17.5% | -27.2% | -14.8% |
| 1Y | +3.7% | +34.6% | -31.0% | -5.1% |
| All | +3.7% | +34.3% | -30.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling