+7.4%
ITUB vs RCAT
-54.8%
+62.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.3% | +5.9% | -1.8% |
| 7D | +1.1% | +15.6% | -14.5% | -0.1% |
| 30D | -25.4% | -24.1% | -1.3% | -24.2% |
| 3M | -0.3% | -61.9% | +61.6% | +6.5% |
| 6M | -8.0% | -64.3% | +56.4% | -2.5% |
| YTD | +5.2% | -50.4% | +55.6% | +7.2% |
| 1Y | +7.4% | -54.0% | +61.4% | +9.4% |
| All | +7.4% | -54.8% | +62.2% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling