+489.2%
VALE vs ROP
+135.6%
+353.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | -4.6% | +4.3% | +2.1% |
| 30D | +8.6% | -1.7% | +10.3% | +9.3% |
| 3M | +2.0% | +17.1% | -15.1% | -7.5% |
| 6M | +2.1% | +10.9% | -8.7% | -5.3% |
| YTD | +20.2% | -12.1% | +32.3% | +25.6% |
| 1Y | +55.2% | -24.2% | +79.4% | +76.9% |
| 3Y | +45.9% | -20.4% | +66.3% | +57.6% |
| 5Y | +41.4% | -15.4% | +56.8% | +42.3% |
| All | +489.2% | +135.6% | +353.6% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling