+210.3%
RSP vs ITUB
+169.9%
+40.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +3.5% | -25.4% | +28.9% | +9.7% |
| 3M | +0.2% | -0.3% | +0.5% | -1.2% |
| 6M | +9.1% | -8.0% | +17.1% | +9.3% |
| YTD | +16.6% | +5.2% | +11.4% | +12.5% |
| 1Y | +17.9% | +7.4% | +10.5% | +13.0% |
| 3Y | +64.6% | +74.5% | -9.9% | +38.2% |
| 5Y | +48.4% | +175.8% | -127.4% | +7.7% |
| All | +210.3% | +169.9% | +40.4% | +122.5% |
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