+81.0%
ITUB vs RRC
+60.0%
+21.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +1.9% | +6.4% | -4.5% | +2.1% |
| 30D | -22.2% | +23.9% | -46.1% | -22.4% |
| 3M | +2.7% | +30.2% | -27.5% | +1.9% |
| 6M | -3.0% | +26.3% | -29.2% | -3.5% |
| YTD | +7.5% | +48.1% | -40.6% | +4.1% |
| 1Y | +10.5% | +37.7% | -27.2% | +8.0% |
| 3Y | +81.0% | +60.3% | +20.7% | +71.0% |
| All | +81.0% | +60.0% | +21.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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