+43.6%
VALE vs RY
+122.0%
-78.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.2% |
| 7D | +1.8% | -0.9% | +2.7% | +2.4% |
| 30D | -14.8% | +5.9% | -20.7% | -18.7% |
| 3M | -19.0% | -4.3% | -14.7% | -16.7% |
| 6M | -27.7% | +12.1% | -39.8% | -34.4% |
| YTD | -8.5% | +20.3% | -28.8% | -21.2% |
| 1Y | +2.6% | +41.0% | -38.4% | -21.6% |
| 3Y | +4.0% | +157.5% | -153.5% | -52.1% |
| All | +43.6% | +122.0% | -78.4% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling