+129.7%
ROP vs ITUB
+219.0%
-89.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | -8.0% | +1.0% | -9.0% | -8.2% |
| 30D | -2.7% | +10.7% | -13.4% | -4.5% |
| 3M | +16.6% | +10.1% | +6.5% | +14.3% |
| 6M | +10.4% | -0.1% | +10.5% | +9.7% |
| YTD | -12.1% | +18.4% | -30.5% | -15.8% |
| 1Y | -23.6% | +31.3% | -54.9% | -28.5% |
| 3Y | -19.3% | +124.6% | -143.9% | -32.9% |
| 5Y | -15.4% | +192.0% | -207.3% | -35.4% |
| All | +129.7% | +219.0% | -89.2% | +62.5% |
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