+1,446.3%
RTX vs ITUB
+1,920.1%
-473.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -5.2% | +8.7% | -13.9% | -7.2% |
| 30D | -9.4% | -0.7% | -8.7% | -9.4% |
| 3M | +12.3% | +7.8% | +4.5% | +9.8% |
| 6M | -3.1% | -3.4% | +0.3% | -2.9% |
| YTD | +10.7% | +16.3% | -5.6% | +5.5% |
| 1Y | +28.4% | +29.8% | -1.4% | +18.8% |
| 3Y | +147.1% | +111.1% | +36.0% | +97.9% |
| 5Y | +167.2% | +173.6% | -6.3% | +93.3% |
| 10Y | +274.7% | +193.2% | +81.5% | +148.8% |
| All | +1,446.3% | +1,920.1% | -473.7% | +553.0% |
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 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