+134.7%
VALE vs RNG
+309.1%
-174.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +2.4% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +8.8% | +11.4% | -2.6% | +7.3% |
| 3M | +6.8% | +72.1% | -65.3% | -0.5% |
| 6M | +6.9% | +67.9% | -61.0% | -0.9% |
| YTD | +22.8% | +144.3% | -121.5% | +7.5% |
| 1Y | +61.3% | +117.5% | -56.3% | +42.8% |
| 3Y | +53.3% | +123.9% | -70.6% | +31.7% |
| 5Y | +44.9% | -70.1% | +114.9% | +53.8% |
| 10Y | +486.8% | +215.9% | +270.9% | +266.6% |
| All | +134.7% | +309.1% | -174.4% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling