+57.6%
VALE vs ROL
-38.5%
+96.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.2% | -3.2% | +3.0% | -0.5% |
| 30D | +9.7% | -6.6% | +16.4% | +9.1% |
| 3M | +5.3% | -27.3% | +32.6% | +3.2% |
| 6M | +0.5% | -38.1% | +38.6% | -1.3% |
| YTD | +20.6% | -41.8% | +62.4% | +19.2% |
| 1Y | +57.6% | -37.8% | +95.4% | +56.9% |
| All | +57.6% | -38.5% | +96.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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