+1,654.5%
VALE vs ROL
+4,275.1%
-2,620.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.9% |
| 7D | -1.5% | -1.7% | +0.2% | -0.7% |
| 30D | -15.6% | +18.5% | -34.2% | -22.5% |
| 3M | -19.5% | +4.3% | -23.9% | -22.0% |
| 6M | -31.9% | -27.7% | -4.2% | -22.4% |
| YTD | -11.0% | -35.8% | +24.8% | +6.5% |
| 1Y | -2.1% | -34.1% | +32.0% | +15.4% |
| 3Y | +1.4% | +2.9% | -1.6% | -7.2% |
| 5Y | +36.2% | +12.7% | +23.4% | +14.7% |
| 10Y | +206.4% | +212.6% | -6.2% | +41.6% |
| All | +1,654.5% | +4,275.1% | -2,620.7% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling