+2,878.0%
RMD vs ITUB
+1,920.1%
+958.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -5.0% | +8.7% | -13.7% | -6.5% |
| 30D | +2.2% | -0.7% | +2.9% | +2.3% |
| 3M | +17.8% | +7.8% | +10.1% | +15.9% |
| 6M | -11.3% | -3.4% | -7.9% | -11.2% |
| YTD | -4.4% | +16.3% | -20.7% | -7.7% |
| 1Y | -15.7% | +29.8% | -45.5% | -20.4% |
| 3Y | +47.7% | +111.1% | -63.3% | +26.1% |
| 5Y | -19.2% | +173.6% | -192.8% | -35.8% |
| 10Y | +280.4% | +193.2% | +87.1% | +177.3% |
| All | +2,878.0% | +1,920.1% | +958.0% | +1,539.7% |
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