+44.9%
VALE vs RY
+140.3%
-95.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | +2.9% | +2.7% | +0.2% | +0.8% |
| 30D | +8.8% | -1.0% | +9.8% | +9.4% |
| 3M | +6.8% | +7.6% | -0.9% | +0.4% |
| 6M | +6.9% | +29.5% | -22.6% | -12.7% |
| YTD | +22.8% | +24.2% | -1.3% | +3.5% |
| 1Y | +61.3% | +46.4% | +14.9% | +20.0% |
| 3Y | +53.3% | +159.4% | -106.1% | -29.4% |
| 5Y | +44.9% | +141.8% | -97.0% | -31.1% |
| All | +44.9% | +140.3% | -95.4% | -31.1% |
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