+1,844.4%
ITUB vs RCAT
-100.0%
+1,944.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +8.7% | -1.4% | +10.1% | +8.7% |
| 30D | -0.7% | -3.3% | +2.7% | -0.7% |
| 3M | +7.8% | -43.2% | +51.0% | +7.8% |
| 6M | -3.4% | -43.2% | +39.8% | -3.4% |
| YTD | +16.3% | +5.5% | +10.7% | +16.3% |
| 1Y | +29.8% | -1.6% | +31.5% | +29.9% |
| 3Y | +111.1% | +773.7% | -662.6% | +111.5% |
| 5Y | +173.6% | +187.6% | -14.1% | +174.0% |
| 10Y | +193.2% | -98.5% | +291.7% | +201.0% |
| All | +1,844.4% | -100.0% | +1,944.4% | +2,049.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling