+4,532.2%
ROL vs ITUB
+1,767.9%
+2,764.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.1% |
| 7D | +3.0% | +1.9% | +1.1% | +2.6% |
| 30D | +19.8% | -22.2% | +42.0% | +24.9% |
| 3M | +7.9% | +2.7% | +5.2% | +6.1% |
| 6M | -25.6% | -3.0% | -22.7% | -26.3% |
| YTD | -34.1% | +7.5% | -41.7% | -36.3% |
| 1Y | -31.4% | +10.5% | -41.9% | -34.1% |
| 3Y | +4.7% | +81.0% | -76.3% | -10.0% |
| 5Y | +15.6% | +181.8% | -166.2% | -11.2% |
| 10Y | +220.6% | +170.2% | +50.4% | +126.2% |
| All | +4,532.2% | +1,767.9% | +2,764.3% | +1,789.7% |
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