+3.7%
VALE vs ROP
+10.4%
-6.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +4.9% |
| 7D | -0.3% | +11.7% | -12.0% | +2.2% |
| 30D | -19.2% | +35.5% | -54.7% | -13.2% |
| 3M | -20.7% | +25.6% | -46.4% | -16.3% |
| 6M | -25.8% | +39.3% | -65.0% | -19.2% |
| YTD | -9.8% | +11.6% | -21.4% | -4.0% |
| 1Y | +3.7% | +10.6% | -6.9% | +10.7% |
| All | +3.7% | +10.4% | -6.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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