-27.1%
RKT vs ITUB
+239.8%
-266.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -6.3% | +2.2% | -8.5% | -7.0% |
| 30D | -6.2% | +12.6% | -18.8% | -10.0% |
| 3M | -1.9% | +6.4% | -8.3% | -4.6% |
| 6M | -13.0% | +0.6% | -13.6% | -13.3% |
| YTD | -31.9% | +18.8% | -50.8% | -35.6% |
| 1Y | -37.6% | +31.0% | -68.6% | -42.8% |
| 3Y | +36.8% | +118.1% | -81.3% | +7.9% |
| 5Y | -9.7% | +193.0% | -202.8% | -35.7% |
| All | -27.1% | +239.8% | -266.9% | -53.2% |
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