+2,044.2%
RCL vs ITUB
+1,920.1%
+124.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -5.1% | +8.7% | -13.8% | -8.7% |
| 30D | -19.0% | -0.7% | -18.3% | -19.0% |
| 3M | -9.6% | +7.8% | -17.4% | -13.1% |
| 6M | -6.7% | -3.4% | -3.3% | -5.8% |
| YTD | -3.9% | +16.3% | -20.2% | -10.9% |
| 1Y | -25.1% | +29.8% | -54.9% | -34.2% |
| 3Y | +179.1% | +111.1% | +68.0% | +92.5% |
| 5Y | +243.3% | +173.6% | +69.8% | +101.5% |
| 10Y | +325.8% | +193.2% | +132.5% | +128.8% |
| All | +2,044.2% | +1,920.1% | +124.1% | +669.0% |
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