+3.7%
VALE vs RNG
+179.4%
-175.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -0.3% | -9.6% | +9.2% | -0.4% |
| 30D | -19.2% | -1.4% | -17.8% | -19.2% |
| 3M | -20.7% | +28.8% | -49.5% | -20.4% |
| 6M | -25.8% | +65.6% | -91.4% | -25.2% |
| YTD | -9.8% | +171.4% | -181.2% | -9.7% |
| 1Y | +3.7% | +185.3% | -181.7% | +2.3% |
| All | +3.7% | +179.4% | -175.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling