+15.8%
RDW vs ITUB
+30.0%
-14.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -1.2% |
| 30D | -22.8% | +11.3% | -34.0% | -30.3% |
| 3M | -30.6% | +4.1% | -34.7% | -34.4% |
| 6M | +9.4% | +5.2% | +4.1% | +1.6% |
| YTD | +38.0% | +17.4% | +20.6% | +18.7% |
| All | +15.8% | +30.0% | -14.2% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling