-34.5%
RBLX vs ITUB
+236.6%
-271.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +5.1% | +2.2% | +2.8% | +4.4% |
| 30D | +28.0% | +12.6% | +15.4% | +23.5% |
| 3M | +4.6% | +6.4% | -1.8% | +2.2% |
| 6M | -24.7% | +0.6% | -25.2% | -25.3% |
| YTD | -43.8% | +18.8% | -62.7% | -47.0% |
| 1Y | -65.8% | +31.0% | -96.8% | -68.7% |
| 3Y | +59.4% | +118.1% | -58.7% | +24.0% |
| 5Y | -48.2% | +193.0% | -241.3% | -62.3% |
| All | -34.5% | +236.6% | -271.1% | -51.6% |
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 · 6 months rolling