+53.1%
RGTI vs ITUB
+220.4%
-167.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -2.0% |
| 7D | -0.1% | +1.0% | -1.1% | -0.6% |
| 30D | -16.2% | +10.7% | -26.9% | -20.7% |
| 3M | -22.0% | +10.1% | -32.1% | -26.1% |
| 6M | -10.8% | -0.1% | -10.6% | -10.5% |
| YTD | -31.6% | +18.4% | -50.0% | -37.1% |
| 1Y | -6.4% | +31.3% | -37.6% | -18.2% |
| 3Y | +665.7% | +124.6% | +541.0% | +413.2% |
| 5Y | +55.6% | +192.0% | -136.3% | -1.4% |
| All | +53.1% | +220.4% | -167.2% | -2.7% |
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