+54.2%
RGTI vs ITUB
+221.5%
-167.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | +0.5% | +2.2% | -1.7% | -0.7% |
| 30D | -17.1% | +12.6% | -29.7% | -22.2% |
| 3M | -26.0% | +6.4% | -32.4% | -28.6% |
| 6M | -9.9% | +0.6% | -10.5% | -9.9% |
| YTD | -31.1% | +18.8% | -49.9% | -36.8% |
| 1Y | -8.5% | +31.0% | -39.5% | -20.0% |
| 3Y | +652.2% | +118.1% | +534.1% | +410.8% |
| 5Y | +56.8% | +193.0% | -136.3% | -0.9% |
| All | +54.2% | +221.5% | -167.3% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling