+392.2%
DAL vs ITUB
+213.9%
+178.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | +8.8% | +3.7% | +5.1% | +7.4% |
| 30D | +5.4% | -24.1% | +29.5% | +15.4% |
| 3M | -4.9% | -9.6% | +4.6% | -3.9% |
| 6M | +19.8% | -11.5% | +31.4% | +22.0% |
| YTD | +27.0% | +5.5% | +21.5% | +20.3% |
| 1Y | +52.5% | +9.9% | +42.6% | +41.7% |
| 3Y | +173.8% | +84.8% | +89.1% | +103.9% |
| 5Y | +104.5% | +182.6% | -78.1% | +24.2% |
| 10Y | +129.7% | +141.7% | -12.0% | +34.1% |
| All | +392.2% | +213.9% | +178.3% | +98.5% |
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