+4,483.3%
ROL vs ITUB
+1,772.8%
+2,710.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.3% |
| 7D | +0.8% | +3.7% | -3.0% | +0.1% |
| 30D | +20.6% | -24.9% | +45.5% | +26.5% |
| 3M | +4.5% | +0.8% | +3.7% | +3.1% |
| 6M | -26.5% | -6.6% | -19.9% | -26.6% |
| YTD | -34.8% | +7.8% | -42.6% | -37.0% |
| 1Y | -33.2% | +7.4% | -40.5% | -35.5% |
| 3Y | +4.5% | +78.8% | -74.3% | -10.0% |
| 5Y | +15.5% | +179.9% | -164.3% | -11.1% |
| 10Y | +217.2% | +170.9% | +46.3% | +123.7% |
| All | +4,483.3% | +1,772.8% | +2,710.5% | +1,768.7% |
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