+4,150.3%
ROL vs ITUB
+1,920.1%
+2,230.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.4% | +8.7% | -10.1% | -3.1% |
| 30D | -4.1% | -0.7% | -3.4% | -4.1% |
| 3M | -22.5% | +7.8% | -30.3% | -23.8% |
| 6M | -37.7% | -3.4% | -34.2% | -37.6% |
| YTD | -39.6% | +16.3% | -55.9% | -41.8% |
| 1Y | -36.0% | +29.8% | -65.8% | -39.9% |
| 3Y | -5.1% | +111.1% | -116.2% | -20.0% |
| 5Y | -3.4% | +173.6% | -176.9% | -24.8% |
| 10Y | +215.2% | +193.2% | +22.0% | +120.5% |
| All | +4,150.3% | +1,920.1% | +2,230.3% | +1,627.0% |
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 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