-0.4%
ROL vs ITUB
+114.2%
-114.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -7.2% | +2.6% | -9.8% | -7.5% |
| 3M | -27.0% | +8.4% | -35.4% | -27.7% |
| 6M | -39.5% | -0.5% | -39.0% | -39.6% |
| YTD | -41.8% | +15.3% | -57.1% | -42.8% |
| 1Y | -38.9% | +28.7% | -67.6% | -40.9% |
| All | -0.4% | +114.2% | -114.7% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling