+43.2%
VALE vs ROP
-16.4%
+59.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.6% |
| 7D | -1.8% | -6.1% | +4.3% | -0.9% |
| 30D | +6.7% | -3.4% | +10.0% | +7.1% |
| 3M | +4.9% | +16.7% | -11.8% | +1.7% |
| 6M | +3.6% | +8.1% | -4.5% | +1.8% |
| YTD | +21.9% | -11.7% | +33.6% | +26.1% |
| 1Y | +61.6% | -24.2% | +85.8% | +75.4% |
| 3Y | +52.1% | -19.0% | +71.1% | +61.2% |
| 5Y | +43.2% | -15.9% | +59.0% | +49.9% |
| All | +43.2% | -16.4% | +59.6% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling