+171.7%
VALE vs RPRX
+57.8%
+113.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.3% | +7.2% | +2.9% |
| 7D | +2.9% | -2.8% | +5.7% | +3.4% |
| 30D | +8.8% | +7.2% | +1.6% | +7.2% |
| 3M | +6.8% | +10.9% | -4.1% | +4.3% |
| 6M | +6.9% | +34.6% | -27.7% | +0.3% |
| YTD | +22.8% | +59.0% | -36.1% | +11.4% |
| 1Y | +61.3% | +72.5% | -11.3% | +43.6% |
| 3Y | +53.3% | +124.1% | -70.8% | +28.3% |
| 5Y | +44.9% | +75.9% | -31.1% | +26.3% |
| All | +171.7% | +57.8% | +113.8% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling