+304.8%
RL vs ITUB
+197.6%
+107.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.6% | -2.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -17.5% | +2.6% | -20.1% | -18.3% |
| 3M | -14.0% | +8.4% | -22.4% | -16.4% |
| 6M | -2.0% | -0.5% | -1.4% | -2.0% |
| YTD | -4.6% | +15.3% | -19.9% | -9.2% |
| 1Y | +9.5% | +28.7% | -19.2% | +0.3% |
| 3Y | +200.5% | +118.7% | +81.8% | +126.5% |
| 5Y | +226.3% | +182.7% | +43.6% | +115.3% |
| 10Y | +304.8% | +207.6% | +97.2% | +160.9% |
| All | +304.8% | +197.6% | +107.2% | +160.9% |
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