+333.1%
RCL vs ITUB
+220.1%
+113.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -1.9% | +2.2% | -4.1% | -3.0% |
| 30D | -15.5% | +12.6% | -28.2% | -20.5% |
| 3M | -9.7% | +6.4% | -16.1% | -13.1% |
| 6M | -8.7% | +0.6% | -9.3% | -9.7% |
| YTD | -5.8% | +18.8% | -24.6% | -14.4% |
| 1Y | -24.5% | +31.0% | -55.5% | -35.0% |
| 3Y | +173.9% | +118.1% | +55.8% | +76.6% |
| 5Y | +228.0% | +193.0% | +34.9% | +69.4% |
| All | +333.1% | +220.1% | +113.0% | +129.2% |
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