+227.1%
RCL vs ITUB
+186.4%
+40.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.8% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -15.7% | +2.6% | -18.2% | -16.6% |
| 3M | -8.0% | +8.4% | -16.4% | -11.3% |
| 6M | -10.1% | -0.5% | -9.6% | -10.4% |
| YTD | -5.9% | +15.3% | -21.2% | -11.1% |
| 1Y | -23.5% | +28.7% | -52.2% | -30.9% |
| 3Y | +174.4% | +118.7% | +55.7% | +99.6% |
| 5Y | +227.1% | +182.7% | +44.5% | +98.2% |
| All | +227.1% | +186.4% | +40.8% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling