+2,275.1%
VALE vs RRC
+1,285.0%
+990.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.6% | +1.3% | +0.3% | +1.1% |
| 30D | +5.1% | +10.1% | -5.0% | +1.5% |
| 3M | -0.4% | +4.0% | -4.4% | -2.2% |
| 6M | -2.2% | +1.6% | -3.8% | -4.0% |
| YTD | +20.5% | +19.7% | +0.8% | +11.3% |
| 1Y | +61.2% | +21.4% | +39.8% | +46.9% |
| 3Y | +43.1% | +29.7% | +13.5% | +22.1% |
| 5Y | +34.0% | +153.9% | -119.9% | -20.3% |
| 10Y | +469.7% | +10.8% | +458.9% | +248.0% |
| All | +2,275.1% | +1,285.0% | +990.1% | +688.3% |
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