-9.7%
RKT vs ITUB
+185.6%
-195.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.9% |
| 7D | -7.2% | +1.0% | -8.2% | -7.6% |
| 30D | -7.9% | +10.7% | -18.6% | -11.6% |
| 3M | +5.2% | +10.1% | -4.9% | +0.4% |
| 6M | -14.9% | -0.1% | -14.8% | -15.0% |
| YTD | -31.9% | +18.4% | -50.3% | -36.0% |
| 1Y | -36.9% | +31.3% | -68.2% | -43.0% |
| 3Y | +35.7% | +124.6% | -88.9% | +2.7% |
| 5Y | -9.7% | +192.0% | -201.6% | -40.4% |
| All | -9.7% | +185.6% | -195.3% | -40.4% |
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