+2,529.3%
RCL vs ITUB
+1,767.9%
+761.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.6% |
| 7D | -1.2% | +1.9% | -3.1% | -2.0% |
| 30D | +17.8% | -22.2% | +40.0% | +29.3% |
| 3M | +4.9% | +2.7% | +2.2% | +0.8% |
| 6M | +23.7% | -3.0% | +26.7% | +21.2% |
| YTD | +17.8% | +7.5% | +10.3% | +10.1% |
| 1Y | +28.9% | +10.5% | +18.5% | +18.7% |
| 3Y | +241.9% | +81.0% | +160.9% | +146.2% |
| 5Y | +295.4% | +181.8% | +113.6% | +124.5% |
| 10Y | +344.1% | +170.2% | +173.9% | +143.3% |
| All | +2,529.3% | +1,767.9% | +761.4% | +850.4% |
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