+6,284.9%
ROST vs ITUB
+1,959.7%
+4,325.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +0.2% | +8.2% | -8.0% | -1.5% |
| 30D | -10.0% | +4.7% | -14.7% | -10.9% |
| 3M | +1.2% | +13.0% | -11.8% | -1.6% |
| 6M | +8.9% | +4.2% | +4.8% | +7.6% |
| YTD | +28.1% | +18.6% | +9.5% | +22.6% |
| 1Y | +53.0% | +31.3% | +21.7% | +43.0% |
| 3Y | +97.9% | +124.9% | -27.0% | +61.8% |
| 5Y | +112.0% | +195.6% | -83.6% | +58.8% |
| 10Y | +303.0% | +196.4% | +106.6% | +184.8% |
| All | +6,284.9% | +1,959.7% | +4,325.2% | +3,197.4% |
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