-35.4%
RBLX vs ITUB
+235.4%
-270.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | +8.1% | +1.0% | +7.1% | +7.8% |
| 30D | +23.9% | +10.7% | +13.2% | +20.2% |
| 3M | +8.1% | +10.1% | -1.9% | +4.5% |
| 6M | -23.7% | -0.1% | -23.6% | -24.2% |
| YTD | -44.6% | +18.4% | -63.0% | -47.7% |
| 1Y | -66.2% | +31.3% | -97.5% | -69.1% |
| 3Y | +54.7% | +124.6% | -69.9% | +19.3% |
| 5Y | -48.9% | +192.0% | -240.9% | -62.7% |
| All | -35.4% | +235.4% | -270.8% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling