+2,275.1%
VALE vs RMD
+2,677.3%
-402.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.6% | -5.0% | +6.6% | +3.7% |
| 30D | +5.1% | +2.2% | +2.9% | +3.9% |
| 3M | -0.4% | +17.8% | -18.3% | -7.9% |
| 6M | -2.2% | -11.3% | +9.1% | +1.7% |
| YTD | +20.5% | -4.4% | +25.0% | +20.9% |
| 1Y | +61.2% | -15.7% | +76.9% | +69.9% |
| 3Y | +43.1% | +47.7% | -4.6% | +11.9% |
| 5Y | +34.0% | -19.2% | +53.2% | +32.2% |
| 10Y | +469.7% | +280.4% | +189.3% | +147.8% |
| All | +2,275.1% | +2,677.3% | -402.2% | +307.6% |
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