+51.0%
RPRX vs ITUB
+215.8%
-164.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -8.4% | +2.2% | -10.6% | -8.6% |
| 30D | -0.6% | +12.6% | -13.2% | -1.9% |
| 3M | +6.4% | +6.4% | 0.0% | +5.5% |
| 6M | +26.6% | +0.6% | +26.0% | +26.1% |
| YTD | +53.8% | +18.8% | +34.9% | +50.1% |
| 1Y | +62.8% | +31.0% | +31.8% | +56.9% |
| 3Y | +118.0% | +118.1% | 0.0% | +97.2% |
| 5Y | +71.2% | +193.0% | -121.8% | +47.2% |
| All | +51.0% | +215.8% | -164.9% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling