+2,301.5%
VALE vs RRX
+804.4%
+1,497.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.6% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +6.7% | -8.0% | +14.6% | +11.3% |
| 3M | +4.9% | -25.1% | +29.9% | +19.0% |
| 6M | +3.6% | -18.3% | +21.9% | +10.0% |
| YTD | +21.9% | +14.2% | +7.7% | +5.2% |
| 1Y | +61.6% | +13.0% | +48.5% | +37.7% |
| 3Y | +52.1% | +4.2% | +47.9% | +20.5% |
| 5Y | +43.2% | +17.9% | +25.3% | -3.9% |
| 10Y | +521.5% | +220.4% | +301.1% | +100.7% |
| All | +2,301.5% | +804.4% | +1,497.1% | +349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling