+816.6%
RIOT vs ITUB
+278.0%
+538.6%
-98.3%
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% | +0.5% |
| 7D | +18.4% | 0.0% | +18.4% | +18.5% |
| 30D | +13.8% | +2.6% | +11.2% | +12.0% |
| 3M | -12.7% | +8.4% | -21.2% | -15.8% |
| 6M | +50.1% | -0.5% | +50.7% | +51.2% |
| YTD | +74.2% | +15.3% | +58.9% | +64.0% |
| 1Y | +45.1% | +28.7% | +16.4% | +29.7% |
| 3Y | +101.6% | +118.7% | -17.1% | +40.7% |
| 5Y | -29.6% | +182.7% | -212.3% | -56.5% |
| 10Y | +528.1% | +207.6% | +320.5% | +316.1% |
| All | +816.6% | +278.0% | +538.6% | +470.1% |
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