+54.2%
RSP vs ITUB
+125.3%
-71.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -0.4% | +8.2% | -8.6% | -1.9% |
| 30D | -1.5% | +4.7% | -6.2% | -2.4% |
| 3M | +4.8% | +13.0% | -8.2% | +2.1% |
| 6M | +10.3% | +4.2% | +6.1% | +8.9% |
| YTD | +14.1% | +18.6% | -4.5% | +9.5% |
| 1Y | +17.0% | +31.3% | -14.2% | +9.8% |
| 3Y | +54.2% | +124.9% | -70.7% | +25.5% |
| All | +54.2% | +125.3% | -71.1% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling