-36.0%
ROL vs ITUB
+30.8%
-66.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -1.4% | +8.7% | -10.1% | -1.6% |
| 30D | -4.1% | -0.7% | -3.4% | -4.1% |
| 3M | -22.5% | +7.8% | -30.3% | -22.8% |
| 6M | -37.7% | -3.4% | -34.2% | -37.7% |
| YTD | -39.6% | +16.3% | -55.9% | -37.6% |
| 1Y | -36.0% | +29.8% | -65.8% | -33.1% |
| All | -36.0% | +30.8% | -66.8% | -33.1% |
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