-26.7%
RIOT vs ITUB
+186.2%
-212.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -1.5% | +2.2% | -3.7% | -3.0% |
| 30D | +5.7% | +12.6% | -7.0% | -2.4% |
| 3M | -17.9% | +6.4% | -24.3% | -20.9% |
| 6M | +45.0% | +0.6% | +44.4% | +44.7% |
| YTD | +69.5% | +18.8% | +50.6% | +53.2% |
| 1Y | +37.2% | +31.0% | +6.2% | +16.7% |
| 3Y | +111.7% | +118.1% | -6.3% | +30.8% |
| All | -26.7% | +186.2% | -212.9% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling