+1,844.4%
ITUB vs RRC
+1,388.1%
+456.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +8.7% | +1.3% | +7.4% | +8.3% |
| 30D | -0.7% | +10.1% | -10.8% | -3.3% |
| 3M | +7.8% | +4.0% | +3.8% | +6.2% |
| 6M | -3.4% | +1.6% | -5.0% | -4.8% |
| YTD | +16.3% | +19.7% | -3.4% | +9.2% |
| 1Y | +29.8% | +21.4% | +8.4% | +20.7% |
| 3Y | +111.1% | +29.7% | +81.4% | +86.6% |
| 5Y | +173.6% | +153.9% | +19.7% | +80.9% |
| 10Y | +193.2% | +10.8% | +182.4% | +99.0% |
| All | +1,844.4% | +1,388.1% | +456.3% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling