+1,778.0%
RL vs ITUB
+1,772.8%
+5.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | -4.4% | +3.7% | -8.1% | -5.4% |
| 30D | +5.6% | -24.9% | +30.5% | +13.5% |
| 3M | -0.6% | +0.8% | -1.4% | -2.8% |
| 6M | +15.5% | -6.6% | +22.1% | +15.4% |
| YTD | +12.3% | +7.8% | +4.5% | +7.4% |
| 1Y | +19.3% | +7.4% | +11.9% | +13.9% |
| 3Y | +255.5% | +78.8% | +176.8% | +185.5% |
| 5Y | +247.1% | +179.9% | +67.2% | +135.4% |
| 10Y | +346.0% | +170.9% | +175.1% | +183.6% |
| All | +1,778.0% | +1,772.8% | +5.2% | +622.0% |
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