+36.9%
RKT vs ITUB
+120.1%
-83.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -3.3% |
| 7D | -7.2% | +1.0% | -8.2% | -7.8% |
| 30D | -7.9% | +10.7% | -18.6% | -13.1% |
| 3M | +5.2% | +10.1% | -4.9% | -1.9% |
| 6M | -14.9% | -0.1% | -14.8% | -15.3% |
| YTD | -31.9% | +18.4% | -50.3% | -38.1% |
| 1Y | -36.9% | +31.3% | -68.2% | -46.1% |
| All | +36.9% | +120.1% | -83.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling