+2,275.1%
VALE vs ROL
+4,017.2%
-1,742.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.6% | -1.4% | +3.0% | +2.2% |
| 30D | +5.1% | -4.1% | +9.2% | +7.1% |
| 3M | -0.4% | -22.5% | +22.1% | +11.1% |
| 6M | -2.2% | -37.7% | +35.5% | +20.5% |
| YTD | +20.5% | -39.6% | +60.1% | +49.8% |
| 1Y | +61.2% | -36.0% | +97.2% | +93.3% |
| 3Y | +43.1% | -5.1% | +48.3% | +37.1% |
| 5Y | +34.0% | -3.4% | +37.3% | +22.1% |
| 10Y | +469.7% | +215.2% | +254.4% | +163.7% |
| All | +2,275.1% | +4,017.2% | -1,742.1% | +315.6% |
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