+1,701.1%
VALE vs RRC
+1,614.2%
+86.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -14.3% | +25.2% | -39.6% | -21.8% |
| 3M | -16.8% | +27.8% | -44.6% | -24.8% |
| 6M | -30.2% | +27.2% | -57.4% | -37.2% |
| YTD | -8.6% | +48.2% | -56.8% | -22.8% |
| 1Y | +1.6% | +34.7% | -33.1% | -11.5% |
| 3Y | +4.1% | +62.2% | -58.2% | -18.6% |
| 5Y | +38.7% | +130.9% | -92.2% | -13.9% |
| 10Y | +214.6% | +73.4% | +141.2% | +57.4% |
| All | +1,701.1% | +1,614.2% | +86.9% | +446.8% |
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