+161.0%
DAL vs ITUB
+81.0%
+80.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | +12.8% | -22.2% | +35.0% | +19.6% |
| 3M | -5.3% | +2.7% | -8.0% | -10.1% |
| 6M | +22.4% | -3.0% | +25.3% | +18.3% |
| YTD | +25.6% | +7.5% | +18.1% | +17.0% |
| 1Y | +45.5% | +10.5% | +35.0% | +33.9% |
| 3Y | +161.0% | +81.0% | +80.0% | +103.0% |
| All | +161.0% | +81.0% | +80.0% | +103.0% |
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 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