+53.3%
VALE vs ROP
-18.5%
+71.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | +2.9% | -5.4% | +8.3% | +3.3% |
| 30D | +8.8% | -1.6% | +10.4% | +8.9% |
| 3M | +6.8% | +18.8% | -12.1% | +4.8% |
| 6M | +6.9% | +8.2% | -1.3% | +6.3% |
| YTD | +22.8% | -10.5% | +33.3% | +28.4% |
| 1Y | +61.3% | -23.7% | +85.0% | +78.8% |
| 3Y | +53.3% | -17.9% | +71.2% | +55.4% |
| All | +53.3% | -18.5% | +71.8% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling