+25.0%
ROK vs ITUB
+9.0%
+16.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -1.2% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | -2.5% | -26.6% | +24.1% | +2.8% |
| 3M | 0.0% | -11.1% | +11.1% | -0.4% |
| 6M | +11.6% | -13.1% | +24.7% | +11.8% |
| YTD | +15.2% | +3.9% | +11.3% | +11.2% |
| 1Y | +25.0% | +9.8% | +15.3% | +18.0% |
| All | +25.0% | +9.0% | +16.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling