-78.8%
RIG vs ITUB
+1,902.7%
-1,981.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.3% |
| 7D | -8.2% | 0.0% | -8.2% | -8.3% |
| 30D | -0.2% | +2.6% | -2.8% | -1.6% |
| 3M | -2.7% | +8.4% | -11.2% | -6.7% |
| 6M | -7.5% | -0.5% | -6.9% | -8.9% |
| YTD | +38.3% | +15.3% | +23.0% | +27.3% |
| 1Y | +81.8% | +28.7% | +53.1% | +59.2% |
| 3Y | -30.2% | +118.7% | -148.9% | -52.7% |
| 5Y | +59.9% | +182.7% | -122.7% | -6.5% |
| 10Y | -41.9% | +207.6% | -249.5% | -66.7% |
| All | -78.8% | +1,902.7% | -1,981.5% | -91.0% |
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