+1,645.1%
VALE vs RRC
+1,613.3%
+31.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | -3.2% | +6.4% | -9.6% | -5.3% |
| 30D | -15.1% | +23.9% | -38.9% | -22.2% |
| 3M | -18.7% | +30.2% | -48.9% | -26.9% |
| 6M | -31.5% | +26.3% | -57.7% | -38.1% |
| YTD | -11.4% | +48.1% | -59.5% | -25.2% |
| 1Y | -1.9% | +37.7% | -39.5% | -15.2% |
| 3Y | +1.7% | +60.3% | -58.6% | -20.2% |
| 5Y | +35.4% | +135.3% | -99.9% | -16.5% |
| 10Y | +204.8% | +73.3% | +131.5% | +52.5% |
| All | +1,645.1% | +1,613.3% | +31.9% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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