+61.6%
VALE vs RL
+9.8%
+51.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | +0.1% |
| 7D | -1.8% | -0.3% | -1.6% | -1.8% |
| 30D | +6.7% | -17.5% | +24.2% | +12.3% |
| 3M | +4.9% | -14.0% | +18.9% | +9.0% |
| 6M | +3.6% | -2.0% | +5.6% | +3.0% |
| YTD | +21.9% | -4.6% | +26.5% | +21.7% |
| 1Y | +61.6% | +9.5% | +52.1% | +58.7% |
| All | +61.6% | +9.8% | +51.8% | +58.7% |
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