+134.2%
RBRK vs ITUB
+84.0%
+50.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -7.5% | +2.2% | -9.7% | -7.9% |
| 30D | -10.4% | +12.6% | -23.0% | -12.5% |
| 3M | +21.3% | +6.4% | +14.9% | +19.3% |
| 6M | +50.6% | +0.6% | +50.1% | +49.1% |
| YTD | +13.3% | +18.8% | -5.5% | +6.4% |
| 1Y | +11.2% | +31.0% | -19.8% | -1.2% |
| All | +134.2% | +84.0% | +50.2% | +75.6% |
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 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