-6.1%
RDW vs ITUB
+186.2%
-192.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +0.9% | +2.2% | -1.4% | -0.1% |
| 30D | -21.3% | +12.6% | -33.9% | -25.7% |
| 3M | -37.9% | +6.4% | -44.3% | -40.1% |
| 6M | +12.3% | +0.6% | +11.7% | +11.7% |
| YTD | +39.7% | +18.8% | +20.9% | +30.9% |
| 1Y | +25.7% | +31.0% | -5.3% | +13.2% |
| 3Y | +230.8% | +118.1% | +112.8% | +150.3% |
| All | -6.1% | +186.2% | -192.3% | -38.4% |
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 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