+521.5%
VALE vs RL
+297.6%
+223.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | +0.3% |
| 7D | -1.8% | -0.3% | -1.6% | -1.8% |
| 30D | +6.7% | -17.5% | +24.2% | +13.5% |
| 3M | +4.9% | -14.0% | +18.9% | +9.8% |
| 6M | +3.6% | -2.0% | +5.6% | +3.2% |
| YTD | +21.9% | -4.6% | +26.5% | +22.2% |
| 1Y | +61.6% | +9.5% | +52.1% | +54.0% |
| 3Y | +52.1% | +200.5% | -148.3% | -2.9% |
| 5Y | +43.2% | +226.3% | -183.1% | -15.4% |
| 10Y | +521.5% | +304.8% | +216.7% | +241.2% |
| All | +521.5% | +297.6% | +223.9% | +241.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling