+77.6%
ITUB vs RCAT
+378.4%
-300.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -2.1% |
| 7D | +4.9% | -5.6% | +10.5% | +4.9% |
| 30D | -27.2% | -27.0% | -0.2% | -26.7% |
| 3M | -6.1% | -57.9% | +51.8% | -4.2% |
| 6M | -10.7% | -59.4% | +48.7% | -9.2% |
| YTD | +5.5% | -46.9% | +52.4% | +6.9% |
| 1Y | +7.8% | -54.0% | +61.9% | +9.3% |
| All | +77.6% | +378.4% | -300.8% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling