+3.7%
VALE vs RRX
+30.0%
-26.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.7% | +4.8% |
| 7D | -0.3% | +7.6% | -8.0% | -2.1% |
| 30D | -19.2% | +7.5% | -26.7% | -20.6% |
| 3M | -20.7% | -21.0% | +0.3% | -17.2% |
| 6M | -25.8% | -18.1% | -7.7% | -23.8% |
| YTD | -9.8% | +24.3% | -34.1% | -12.5% |
| 1Y | +3.7% | +29.3% | -25.6% | +0.2% |
| All | +3.7% | +30.0% | -26.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling