+2,275.1%
VALE vs RL
+1,502.1%
+773.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.1% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +5.1% | -7.8% | +12.9% | +8.5% |
| 3M | -0.4% | -4.0% | +3.6% | +0.6% |
| 6M | -2.2% | -1.9% | -0.3% | -2.8% |
| YTD | +20.5% | -0.2% | +20.7% | +18.5% |
| 1Y | +61.2% | +10.7% | +50.5% | +50.7% |
| 3Y | +43.1% | +210.8% | -167.6% | -20.0% |
| 5Y | +34.0% | +238.2% | -204.3% | -32.2% |
| 10Y | +469.7% | +313.4% | +156.3% | +131.1% |
| All | +2,275.1% | +1,502.1% | +773.0% | +398.1% |
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 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