-1.9%
VALE vs RPRX
+79.5%
-81.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -3.2% | +3.3% | -6.5% | -3.7% |
| 30D | -15.1% | +17.9% | -33.0% | -17.2% |
| 3M | -18.7% | +19.2% | -37.9% | -21.2% |
| 6M | -31.5% | +31.7% | -63.2% | -35.9% |
| YTD | -11.4% | +82.5% | -93.9% | -26.4% |
| 1Y | -1.9% | +78.4% | -80.3% | -18.3% |
| All | -1.9% | +79.5% | -81.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 1y: compounded portfolio wealth divided by compounded RPRX 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…
1y analysis · Full analysis span regression · 6 months rolling