+420.8%
RSG vs ITUB
+220.1%
+200.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | +4.0% | +12.6% | -8.7% | +2.3% |
| 3M | +7.4% | +6.4% | +1.0% | +6.3% |
| 6M | +0.1% | +0.6% | -0.5% | -0.4% |
| YTD | +6.0% | +18.8% | -12.8% | +2.8% |
| 1Y | -3.0% | +31.0% | -34.0% | -7.3% |
| 3Y | +56.5% | +118.1% | -61.6% | +37.5% |
| 5Y | +90.9% | +193.0% | -102.1% | +56.8% |
| All | +420.8% | +220.1% | +200.7% | +309.7% |
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 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