+2,275.1%
VALE vs ROK
+3,422.5%
-1,147.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.1% |
| 30D | +5.1% | -3.3% | +8.4% | +7.1% |
| 3M | -0.4% | -5.9% | +5.5% | +2.4% |
| 6M | -2.2% | +13.9% | -16.1% | -11.4% |
| YTD | +20.5% | +12.6% | +8.0% | +9.3% |
| 1Y | +61.2% | +28.6% | +32.6% | +33.6% |
| 3Y | +43.1% | +45.1% | -2.0% | +1.4% |
| 5Y | +34.0% | +45.6% | -11.6% | -11.9% |
| 10Y | +469.7% | +345.0% | +124.6% | +59.6% |
| All | +2,275.1% | +3,422.5% | -1,147.4% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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