+41.8%
VALE vs RPRX
+72.5%
-30.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | -0.2% | -8.0% | +7.8% | +1.7% |
| 30D | +9.7% | +2.1% | +7.7% | +9.1% |
| 3M | +5.3% | +8.2% | -2.9% | +3.0% |
| 6M | +0.5% | +28.9% | -28.3% | -5.9% |
| YTD | +20.6% | +54.1% | -33.5% | +8.1% |
| 1Y | +57.6% | +65.5% | -7.9% | +38.6% |
| 3Y | +50.6% | +117.3% | -66.7% | +22.3% |
| 5Y | +41.8% | +71.6% | -29.8% | +21.1% |
| All | +41.8% | +72.5% | -30.6% | +21.1% |
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