+1,569.0%
RL vs ITUB
+1,920.1%
-351.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | -0.8% | +8.7% | -9.5% | -3.3% |
| 30D | -7.8% | -0.7% | -7.1% | -7.7% |
| 3M | -4.0% | +7.8% | -11.8% | -6.4% |
| 6M | -1.9% | -3.4% | +1.5% | -1.1% |
| YTD | -0.2% | +16.3% | -16.4% | -5.0% |
| 1Y | +10.7% | +29.8% | -19.2% | +1.5% |
| 3Y | +210.8% | +111.1% | +99.7% | +141.1% |
| 5Y | +238.2% | +173.6% | +64.7% | +134.0% |
| 10Y | +313.4% | +193.2% | +120.1% | +159.4% |
| All | +1,569.0% | +1,920.1% | -351.0% | +538.7% |
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