+3,032.5%
RMD vs ITUB
+1,767.9%
+1,264.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +2.1% | +1.9% | +0.2% | +1.7% |
| 30D | +2.1% | -22.2% | +24.3% | +6.3% |
| 3M | +6.2% | +2.7% | +3.5% | +4.7% |
| 6M | +19.4% | -3.0% | +22.3% | +18.5% |
| YTD | +0.5% | +7.5% | -7.0% | -2.4% |
| 1Y | -3.9% | +10.5% | -14.4% | -7.3% |
| 3Y | +72.5% | +81.0% | -8.5% | +50.3% |
| 5Y | -1.5% | +181.8% | -183.3% | -22.6% |
| 10Y | +345.8% | +170.2% | +175.6% | +228.0% |
| All | +3,032.5% | +1,767.9% | +1,264.7% | +1,633.7% |
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