+202.4%
VALE vs RY
+354.4%
-151.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.7% |
| 7D | +5.5% | -0.6% | +6.0% | +6.0% |
| 30D | -15.0% | +6.1% | -21.1% | -20.2% |
| 3M | -20.0% | -3.4% | -16.6% | -17.9% |
| 6M | -28.4% | +12.8% | -41.2% | -37.4% |
| YTD | -8.6% | +21.0% | -29.6% | -25.3% |
| 1Y | +2.0% | +40.5% | -38.5% | -28.5% |
| 3Y | +4.1% | +159.9% | -155.8% | -62.9% |
| 5Y | +46.4% | +125.0% | -78.5% | -39.7% |
| 10Y | +202.4% | +350.6% | -148.2% | -33.3% |
| All | +202.4% | +354.4% | -151.9% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling