+32.5%
RBRK vs ITUB
+30.0%
+2.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -1.2% | +16.8% | +15.5% |
| 7D | +7.0% | +1.0% | +6.0% | +7.1% |
| 30D | -2.0% | +11.3% | -13.2% | -0.7% |
| 3M | +46.9% | +4.1% | +42.9% | +47.7% |
| 6M | +87.5% | +5.2% | +82.3% | +87.0% |
| YTD | +31.0% | +17.4% | +13.6% | +44.0% |
| All | +32.5% | +30.0% | +2.6% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling