-30.2%
RIG vs ITUB
+120.9%
-151.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -3.1% | +2.2% | -5.3% | -3.8% |
| 30D | -0.5% | +12.6% | -13.1% | -4.6% |
| 3M | -6.0% | +6.4% | -12.4% | -8.4% |
| 6M | -10.1% | +0.6% | -10.7% | -11.6% |
| YTD | +37.3% | +18.8% | +18.4% | +25.7% |
| 1Y | +73.9% | +31.0% | +42.9% | +52.6% |
| 3Y | -30.2% | +118.1% | -148.2% | -47.7% |
| All | -30.2% | +120.9% | -151.0% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling