-1.9%
VALE vs RL
+15.3%
-17.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -3.2% | +2.6% | -5.8% | -3.7% |
| 30D | -15.1% | +2.9% | -18.0% | -15.9% |
| 3M | -18.7% | 0.0% | -18.7% | -18.6% |
| 6M | -31.5% | +17.1% | -48.6% | -35.0% |
| YTD | -11.4% | +10.1% | -21.6% | -15.2% |
| 1Y | -1.9% | +17.3% | -19.2% | -6.1% |
| All | -1.9% | +15.3% | -17.1% | -6.1% |
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