+328.1%
RL vs ITUB
+176.5%
+151.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.1% |
| 7D | -4.4% | +3.7% | -8.1% | -5.4% |
| 30D | +5.6% | -24.9% | +30.5% | +13.9% |
| 3M | -0.6% | +0.8% | -1.4% | -3.2% |
| 6M | +15.5% | -6.6% | +22.1% | +15.1% |
| YTD | +12.3% | +7.8% | +4.5% | +6.7% |
| 1Y | +19.3% | +7.4% | +11.9% | +13.1% |
| 3Y | +255.5% | +78.8% | +176.8% | +178.1% |
| 5Y | +247.1% | +179.9% | +67.2% | +121.5% |
| All | +328.1% | +176.5% | +151.6% | +163.3% |
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