+170.5%
ITUB vs RCAT
-99.8%
+270.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.3% | +5.9% | -2.4% |
| 7D | +1.1% | +15.6% | -14.5% | +1.1% |
| 30D | -25.4% | -24.1% | -1.3% | -25.4% |
| 3M | -0.3% | -61.9% | +61.6% | -0.2% |
| 6M | -8.0% | -64.3% | +56.4% | -7.8% |
| YTD | +5.2% | -50.4% | +55.6% | +5.3% |
| 1Y | +7.4% | -54.0% | +61.4% | +7.5% |
| 3Y | +74.5% | +347.2% | -272.6% | +74.7% |
| 5Y | +175.8% | +45.7% | +130.1% | +176.0% |
| All | +170.5% | -99.8% | +270.3% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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