+45.9%
ROK vs ITUB
+185.6%
-139.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.7% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | -5.4% | +10.7% | -16.2% | -7.6% |
| 3M | -4.0% | +10.1% | -14.0% | -6.0% |
| 6M | +13.3% | -0.1% | +13.5% | +13.1% |
| YTD | +9.3% | +18.4% | -9.1% | +5.4% |
| 1Y | +25.8% | +31.3% | -5.5% | +18.7% |
| 3Y | +49.1% | +124.6% | -75.5% | +26.8% |
| 5Y | +45.9% | +192.0% | -146.1% | +19.6% |
| All | +45.9% | +185.6% | -139.8% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling