+3,546.9%
ROK vs ITUB
+1,959.7%
+1,587.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.0% | -1.7% |
| 7D | +2.8% | +8.2% | -5.5% | +0.1% |
| 30D | -2.4% | +4.7% | -7.1% | -4.0% |
| 3M | -4.7% | +13.0% | -17.7% | -8.6% |
| 6M | +16.8% | +4.2% | +12.6% | +14.7% |
| YTD | +11.4% | +18.6% | -7.2% | +4.6% |
| 1Y | +26.2% | +31.3% | -5.1% | +14.4% |
| 3Y | +51.9% | +124.9% | -73.0% | +13.4% |
| 5Y | +46.4% | +195.6% | -149.2% | -4.6% |
| 10Y | +343.5% | +196.4% | +147.1% | +156.5% |
| All | +3,546.9% | +1,959.7% | +1,587.1% | +1,144.2% |
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