+1,701.1%
VALE vs RL
+1,728.1%
-26.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.4% |
| 7D | +5.5% | +1.3% | +4.1% | +4.7% |
| 30D | -15.0% | +7.6% | -22.6% | -18.0% |
| 3M | -20.0% | -1.5% | -18.5% | -20.2% |
| 6M | -28.4% | +12.1% | -40.5% | -33.1% |
| YTD | -8.6% | +13.9% | -22.5% | -15.6% |
| 1Y | +2.0% | +20.7% | -18.7% | -8.4% |
| 3Y | +4.1% | +260.6% | -256.5% | -45.6% |
| 5Y | +46.4% | +248.9% | -202.4% | -26.4% |
| 10Y | +202.4% | +355.9% | -153.5% | +17.2% |
| All | +1,701.1% | +1,728.1% | -26.9% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling