+330.2%
RCL vs ITUB
+169.9%
+160.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.6% | -2.8% |
| 7D | -0.2% | +1.1% | -1.3% | -0.8% |
| 30D | +14.4% | -25.4% | +39.8% | +29.2% |
| 3M | +5.2% | -0.3% | +5.5% | +1.5% |
| 6M | +26.1% | -8.0% | +34.1% | +25.9% |
| YTD | +17.4% | +5.2% | +12.1% | +9.2% |
| 1Y | +24.7% | +7.4% | +17.3% | +14.4% |
| 3Y | +250.9% | +74.5% | +176.4% | +142.6% |
| 5Y | +293.8% | +175.8% | +118.0% | +99.9% |
| All | +330.2% | +169.9% | +160.3% | +125.2% |
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 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