+184.4%
ROP vs ITUB
+175.8%
+8.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.1% |
| 7D | +0.7% | +1.9% | -1.2% | +0.4% |
| 30D | +28.8% | -22.2% | +51.0% | +33.3% |
| 3M | +21.1% | +2.7% | +18.3% | +19.1% |
| 6M | +52.5% | -3.0% | +55.5% | +51.0% |
| YTD | +8.9% | +7.5% | +1.4% | +4.8% |
| 1Y | +8.2% | +10.5% | -2.2% | +3.5% |
| 3Y | -5.2% | +81.0% | -86.2% | -18.9% |
| 5Y | +1.7% | +181.8% | -180.1% | -23.0% |
| All | +184.4% | +175.8% | +8.6% | +107.0% |
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