+8.9%
RL vs ITUB
+31.7%
-22.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.6% |
| 7D | -2.2% | +1.0% | -3.2% | -2.5% |
| 30D | -15.3% | +10.7% | -26.1% | -18.4% |
| 3M | -10.3% | +10.1% | -20.4% | -13.6% |
| 6M | -2.2% | -0.1% | -2.1% | -2.9% |
| YTD | -4.3% | +18.4% | -22.7% | -5.6% |
| 1Y | +8.9% | +31.3% | -22.4% | +3.1% |
| All | +8.9% | +31.7% | -22.8% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling