+4.9%
VALE vs ROP
-6.2%
+11.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | -15.0% | +30.3% | -45.3% | -15.6% |
| 3M | -20.0% | +17.8% | -37.8% | -20.3% |
| 6M | -28.4% | +38.9% | -67.3% | -29.4% |
| YTD | -8.6% | +7.6% | -16.2% | -5.0% |
| 1Y | +2.0% | +6.5% | -4.5% | +6.3% |
| All | +4.9% | -6.2% | +11.1% | +8.2% |
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