+37.8%
VALE vs RPRX
+86.5%
-48.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -3.2% | +3.3% | -6.5% | -3.9% |
| 30D | -15.1% | +17.9% | -33.0% | -18.4% |
| 3M | -18.7% | +19.2% | -37.9% | -22.2% |
| 6M | -31.5% | +31.7% | -63.2% | -36.3% |
| YTD | -11.4% | +82.5% | -93.9% | -24.4% |
| 1Y | -1.9% | +78.4% | -80.3% | -15.8% |
| 3Y | +1.7% | +177.0% | -175.3% | -24.0% |
| All | +37.8% | +86.5% | -48.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling