+605.1%
RVMD vs ITUB
+113.0%
+492.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.0% | +2.2% | -5.2% | -3.6% |
| 30D | -0.7% | +12.6% | -13.3% | -4.2% |
| 3M | +36.5% | +6.4% | +30.1% | +33.5% |
| 6M | +104.6% | +0.6% | +104.0% | +103.1% |
| YTD | +155.8% | +18.8% | +137.0% | +140.5% |
| 1Y | +340.7% | +31.0% | +309.7% | +301.2% |
| 3Y | +519.9% | +118.1% | +401.9% | +373.9% |
| 5Y | +584.9% | +193.0% | +391.9% | +361.1% |
| All | +605.1% | +113.0% | +492.1% | +379.6% |
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