+57.6%
VALE vs RY
+44.8%
+12.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.2% | -2.9% | +2.7% | +2.1% |
| 30D | +9.7% | -2.0% | +11.8% | +11.2% |
| 3M | +5.3% | +4.9% | +0.4% | -0.7% |
| 6M | +0.5% | +26.1% | -25.6% | -22.0% |
| YTD | +20.6% | +22.4% | -1.8% | -4.9% |
| 1Y | +57.6% | +44.7% | +12.9% | +8.8% |
| All | +57.6% | +44.8% | +12.8% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling