+40.9%
VALE vs RRX
+17.8%
+23.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | +8.6% | -6.1% | +14.8% | +10.1% |
| 3M | +2.0% | -23.1% | +25.0% | +7.2% |
| 6M | +2.1% | -19.5% | +21.6% | +5.5% |
| YTD | +20.2% | +16.1% | +4.1% | +13.8% |
| 1Y | +55.2% | +12.9% | +42.2% | +47.0% |
| 3Y | +45.9% | +7.9% | +38.0% | +35.7% |
| All | +40.9% | +17.8% | +23.1% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling