+1,127.7%
RSP vs ITUB
+2,253.7%
-1,126.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.8% | +8.7% | -9.5% | -3.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | +4.3% | +7.8% | -3.5% | +1.8% |
| 6M | +8.8% | -3.4% | +12.2% | +9.1% |
| YTD | +15.3% | +16.3% | -1.0% | +9.4% |
| 1Y | +18.3% | +29.8% | -11.5% | +8.5% |
| 3Y | +52.8% | +111.1% | -58.3% | +20.1% |
| 5Y | +51.7% | +173.6% | -121.8% | +6.6% |
| 10Y | +208.5% | +193.2% | +15.2% | +91.8% |
| All | +1,127.7% | +2,253.7% | -1,126.0% | +334.8% |
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