+205.1%
ROL vs ITUB
+219.0%
-13.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | -0.3% |
| 7D | -3.2% | +1.0% | -4.2% | -3.3% |
| 30D | -6.6% | +10.7% | -17.3% | -7.8% |
| 3M | -27.3% | +10.1% | -37.4% | -28.3% |
| 6M | -38.1% | -0.1% | -38.0% | -38.3% |
| YTD | -41.8% | +18.4% | -60.2% | -43.2% |
| 1Y | -37.8% | +31.3% | -69.1% | -40.2% |
| 3Y | -0.3% | +124.6% | -124.9% | -11.1% |
| 5Y | -5.1% | +192.0% | -197.0% | -19.4% |
| All | +205.1% | +219.0% | -13.9% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling