+52.7%
ROST vs ITUB
+9.0%
+43.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.8% | +5.9% |
| 7D | +7.8% | -1.6% | +9.4% | +7.9% |
| 30D | +8.6% | -26.6% | +35.2% | +10.4% |
| 3M | -1.9% | -11.1% | +9.1% | -3.7% |
| 6M | +9.1% | -13.1% | +22.2% | +7.5% |
| YTD | +37.2% | +3.9% | +33.4% | +33.2% |
| 1Y | +52.7% | +9.8% | +43.0% | +47.7% |
| All | +52.7% | +9.0% | +43.7% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling