+555.8%
ROKU vs ITUB
+116.9%
+438.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.1% |
| 7D | -2.6% | +1.0% | -3.6% | -2.9% |
| 30D | +2.1% | +10.7% | -8.6% | -0.5% |
| 3M | +31.8% | +10.1% | +21.7% | +28.2% |
| 6M | +53.3% | -0.1% | +53.4% | +52.9% |
| YTD | +42.1% | +18.4% | +23.6% | +35.6% |
| 1Y | +62.3% | +31.3% | +31.1% | +50.8% |
| 3Y | +84.6% | +124.6% | -40.0% | +50.7% |
| 5Y | -53.1% | +192.0% | -245.0% | -64.1% |
| All | +555.8% | +116.9% | +438.9% | +442.6% |
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 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