+176.3%
ITUB vs RCAT
-99.8%
+276.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.2% |
| 7D | +1.9% | -5.9% | +7.8% | +1.9% |
| 30D | -22.2% | -19.7% | -2.5% | -22.2% |
| 3M | +2.7% | -62.9% | +65.6% | +2.8% |
| 6M | -3.0% | -59.6% | +56.6% | -2.9% |
| YTD | +7.5% | -52.1% | +59.6% | +7.6% |
| 1Y | +10.5% | -50.9% | +61.4% | +10.6% |
| 3Y | +81.0% | +333.8% | -252.8% | +81.2% |
| 5Y | +181.8% | +40.7% | +141.1% | +182.1% |
| All | +176.3% | -99.8% | +276.2% | +188.2% |
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