+485.8%
RIOT vs ITUB
+220.1%
+265.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -1.5% | +2.2% | -3.7% | -2.7% |
| 30D | +5.7% | +12.6% | -7.0% | -0.7% |
| 3M | -17.9% | +6.4% | -24.3% | -20.3% |
| 6M | +45.0% | +0.6% | +44.4% | +45.0% |
| YTD | +69.5% | +18.8% | +50.6% | +56.7% |
| 1Y | +37.2% | +31.0% | +6.2% | +21.0% |
| 3Y | +111.7% | +118.1% | -6.3% | +46.1% |
| 5Y | -27.5% | +193.0% | -220.5% | -56.8% |
| All | +485.8% | +220.1% | +265.7% | +361.8% |
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