+2,419.2%
ROP vs ITUB
+1,728.2%
+691.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | +29.7% | -25.4% | +55.2% | +38.7% |
| 3M | +21.2% | -0.3% | +21.5% | +19.2% |
| 6M | +48.3% | -8.0% | +56.2% | +48.1% |
| YTD | +8.4% | +5.2% | +3.2% | +3.3% |
| 1Y | +6.0% | +7.4% | -1.4% | +0.2% |
| 3Y | -5.6% | +74.5% | -80.1% | -23.5% |
| 5Y | +1.3% | +175.8% | -174.6% | -30.6% |
| 10Y | +184.1% | +164.4% | +19.7% | +75.7% |
| All | +2,419.2% | +1,728.2% | +691.0% | +810.8% |
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