+128.1%
DAL vs ITUB
+143.4%
-15.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +4.4% |
| 7D | +10.0% | +5.5% | +4.6% | +7.9% |
| 30D | +12.0% | -25.6% | +37.6% | +23.7% |
| 3M | +0.8% | -4.7% | +5.5% | -0.4% |
| 6M | +26.2% | -8.6% | +34.8% | +26.7% |
| YTD | +33.7% | +7.9% | +25.7% | +24.9% |
| 1Y | +57.6% | +11.2% | +46.4% | +45.0% |
| 3Y | +183.5% | +82.6% | +100.8% | +109.0% |
| 5Y | +114.2% | +192.7% | -78.5% | +24.1% |
| 10Y | +128.1% | +144.7% | -16.5% | +35.8% |
| All | +128.1% | +143.4% | -15.3% | +35.8% |
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 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