+204.8%
VALE vs ROP
+185.2%
+19.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | -15.1% | +28.8% | -43.9% | -25.4% |
| 3M | -18.7% | +21.1% | -39.7% | -26.7% |
| 6M | -31.5% | +52.5% | -84.0% | -46.1% |
| YTD | -11.4% | +8.9% | -20.3% | -17.3% |
| 1Y | -1.9% | +8.2% | -10.1% | -8.0% |
| 3Y | +1.7% | -5.2% | +6.8% | +0.8% |
| 5Y | +35.4% | +1.7% | +33.7% | +25.1% |
| All | +204.8% | +185.2% | +19.6% | +33.7% |
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 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