+212.8%
RDDT vs ITUB
+63.3%
+149.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +2.1% | +2.2% | -0.1% | +1.4% |
| 30D | +2.8% | +12.6% | -9.8% | -0.8% |
| 3M | -8.9% | +6.4% | -15.4% | -11.1% |
| 6M | +15.1% | +0.6% | +14.5% | +14.0% |
| YTD | -31.4% | +18.8% | -50.2% | -36.2% |
| 1Y | -39.4% | +31.0% | -70.5% | -46.4% |
| All | +212.8% | +63.3% | +149.5% | +166.6% |
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