+106.3%
DAL vs ITUB
+181.4%
-75.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.2% |
| 7D | +3.4% | +8.2% | -4.9% | +0.4% |
| 30D | -13.6% | +4.7% | -18.3% | -15.1% |
| 3M | +1.2% | +13.0% | -11.8% | -3.6% |
| 6M | +34.5% | +4.2% | +30.3% | +31.9% |
| YTD | +14.7% | +18.6% | -3.9% | +7.3% |
| 1Y | +29.2% | +31.3% | -2.0% | +16.4% |
| 3Y | +100.0% | +124.9% | -24.9% | +47.0% |
| 5Y | +106.3% | +195.6% | -89.3% | +27.0% |
| All | +106.3% | +181.4% | -75.1% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling