+2,275.1%
VALE vs RY
+3,083.8%
-808.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.4% |
| 7D | +1.6% | +3.1% | -1.5% | -1.5% |
| 30D | +5.1% | -0.3% | +5.4% | +5.1% |
| 3M | -0.4% | +8.7% | -9.1% | -8.8% |
| 6M | -2.2% | +28.5% | -30.7% | -24.1% |
| YTD | +20.5% | +25.1% | -4.6% | -3.9% |
| 1Y | +61.2% | +46.3% | +14.9% | +9.7% |
| 3Y | +43.1% | +154.9% | -111.8% | -45.8% |
| 5Y | +34.0% | +140.3% | -106.3% | -46.7% |
| 10Y | +469.7% | +377.0% | +92.6% | +17.8% |
| All | +2,275.1% | +3,083.8% | -808.8% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling