+4.0%
VALE vs RL
+240.1%
-236.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | +1.8% | -4.2% | +5.9% | +2.6% |
| 30D | -14.8% | +4.3% | -19.1% | -15.8% |
| 3M | -19.0% | -4.6% | -14.4% | -18.4% |
| 6M | -27.7% | +1.7% | -29.4% | -28.5% |
| YTD | -8.5% | +7.3% | -15.9% | -10.9% |
| 1Y | +2.6% | +20.8% | -18.2% | -2.5% |
| 3Y | +4.0% | +247.0% | -242.9% | -24.5% |
| All | +4.0% | +240.1% | -236.0% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling