+1,645.1%
VALE vs RMD
+2,821.3%
-1,176.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -3.2% | +2.1% | -5.3% | -4.0% |
| 30D | -15.1% | +2.1% | -17.1% | -16.2% |
| 3M | -18.7% | +6.2% | -24.9% | -21.4% |
| 6M | -31.5% | +19.4% | -50.9% | -37.6% |
| YTD | -11.4% | +0.5% | -12.0% | -13.7% |
| 1Y | -1.9% | -3.9% | +2.1% | -2.6% |
| 3Y | +1.7% | +72.5% | -70.9% | -25.9% |
| 5Y | +35.4% | -1.5% | +36.9% | +21.1% |
| 10Y | +204.8% | +345.8% | -141.0% | +22.3% |
| All | +1,645.1% | +2,821.3% | -1,176.2% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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