+1,980.5%
ROP vs ITUB
+1,959.7%
+20.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.8% | -3.4% |
| 7D | -5.4% | +8.2% | -13.7% | -7.4% |
| 30D | -1.6% | +4.7% | -6.3% | -3.0% |
| 3M | +18.8% | +13.0% | +5.8% | +14.4% |
| 6M | +8.2% | +4.2% | +4.0% | +5.9% |
| YTD | -10.5% | +18.6% | -29.0% | -16.0% |
| 1Y | -23.7% | +31.3% | -55.0% | -30.7% |
| 3Y | -17.9% | +124.9% | -142.7% | -36.9% |
| 5Y | -15.3% | +195.6% | -211.0% | -42.4% |
| 10Y | +133.4% | +196.4% | -63.0% | +41.6% |
| All | +1,980.5% | +1,959.7% | +20.8% | +640.5% |
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 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