+44.9%
VALE vs RL
+241.4%
-196.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +2.9% | +1.9% | +1.0% | +2.4% |
| 30D | +8.8% | -12.2% | +21.0% | +12.3% |
| 3M | +6.8% | -6.6% | +13.4% | +8.3% |
| 6M | +6.9% | +3.2% | +3.8% | +5.3% |
| YTD | +22.8% | -1.3% | +24.1% | +22.2% |
| 1Y | +61.3% | +13.6% | +47.7% | +54.4% |
| 3Y | +53.3% | +210.9% | -157.6% | +8.8% |
| 5Y | +44.9% | +246.9% | -202.0% | -1.7% |
| All | +44.9% | +241.4% | -196.6% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling