-79.5%
RAM vs ITUB
-7.9%
-71.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | +0.1% | -32.6% | -32.5% |
| 7D | -49.5% | -1.0% | -48.4% | -49.3% |
| 30D | -63.2% | -28.1% | -35.1% | -60.5% |
| 3M | -58.5% | -11.1% | -47.3% | -57.6% |
| All | -79.5% | -7.9% | -71.6% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · Available span rolling