-22.2%
RKT vs ITUB
+232.4%
-254.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | +2.1% | +8.7% | -6.6% | -0.8% |
| 30D | +1.4% | -0.7% | +2.1% | +1.5% |
| 3M | +6.3% | +7.8% | -1.5% | +2.9% |
| 6M | -15.5% | -3.4% | -12.0% | -14.5% |
| YTD | -27.4% | +16.3% | -43.7% | -30.7% |
| 1Y | -26.6% | +29.8% | -56.4% | -32.5% |
| 3Y | +41.2% | +111.1% | -69.8% | +12.5% |
| 5Y | -6.4% | +173.6% | -180.0% | -32.2% |
| All | -22.2% | +232.4% | -254.6% | -49.6% |
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