+351.3%
DAL vs ITUB
+245.9%
+105.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +0.1% | +8.7% | -8.6% | -3.2% |
| 30D | -13.9% | -0.7% | -13.2% | -13.9% |
| 3M | +1.1% | +7.8% | -6.7% | -2.2% |
| 6M | +26.2% | -3.4% | +29.7% | +27.5% |
| YTD | +16.4% | +16.3% | +0.1% | +9.0% |
| 1Y | +33.9% | +29.8% | +4.0% | +19.6% |
| 3Y | +93.4% | +111.1% | -17.7% | +40.2% |
| 5Y | +106.4% | +173.6% | -67.2% | +29.6% |
| 10Y | +143.0% | +193.2% | -50.3% | +34.7% |
| All | +351.3% | +245.9% | +105.4% | +79.9% |
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