+111.1%
ROST vs ITUB
+185.6%
-74.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | -10.3% | +10.7% | -21.0% | -11.8% |
| 3M | -2.6% | +10.1% | -12.7% | -4.3% |
| 6M | +6.5% | -0.1% | +6.7% | +6.2% |
| YTD | +25.9% | +18.4% | +7.5% | +22.0% |
| 1Y | +52.3% | +31.3% | +21.1% | +45.0% |
| 3Y | +94.6% | +124.6% | -30.1% | +66.9% |
| 5Y | +111.1% | +192.0% | -80.9% | +62.7% |
| All | +111.1% | +185.6% | -74.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling