+207.1%
ITUB vs RCAT
-98.5%
+305.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +1.0% | -5.4% | +6.4% | +1.0% |
| 30D | +10.7% | -24.2% | +34.9% | +10.8% |
| 3M | +10.1% | -25.8% | +35.9% | +10.1% |
| 6M | -0.1% | -44.9% | +44.8% | -0.1% |
| YTD | +18.4% | +1.9% | +16.5% | +18.4% |
| 1Y | +31.3% | -5.2% | +36.4% | +31.3% |
| 3Y | +124.6% | +759.6% | -635.0% | +124.4% |
| 5Y | +192.0% | +187.5% | +4.4% | +191.7% |
| All | +207.1% | -98.5% | +305.6% | +224.5% |
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