+2,275.1%
VALE vs ROP
+1,887.1%
+388.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +2.3% |
| 7D | +1.6% | -4.4% | +6.0% | +4.8% |
| 30D | +5.1% | +3.2% | +1.9% | +2.4% |
| 3M | -0.4% | +23.1% | -23.5% | -16.2% |
| 6M | -2.2% | +13.3% | -15.5% | -13.8% |
| YTD | +20.5% | -7.9% | +28.4% | +21.4% |
| 1Y | +61.2% | -22.1% | +83.2% | +83.0% |
| 3Y | +43.1% | -16.8% | +59.9% | +50.5% |
| 5Y | +34.0% | -13.5% | +47.5% | +30.7% |
| 10Y | +469.7% | +137.7% | +332.0% | +134.6% |
| All | +2,275.1% | +1,887.1% | +388.0% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling