+226.3%
RL vs ITUB
+186.4%
+39.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.6% | -2.7% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -17.5% | +2.6% | -20.1% | -18.1% |
| 3M | -14.0% | +8.4% | -22.4% | -15.7% |
| 6M | -2.0% | -0.5% | -1.4% | -1.9% |
| YTD | -4.6% | +15.3% | -19.9% | -7.5% |
| 1Y | +9.5% | +28.7% | -19.2% | +3.5% |
| 3Y | +200.5% | +118.7% | +81.8% | +148.9% |
| 5Y | +226.3% | +182.7% | +43.6% | +143.8% |
| All | +226.3% | +186.4% | +39.9% | +143.8% |
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