-4.5%
DASH vs ITUB
+145.2%
-149.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | 0.0% |
| 7D | -4.8% | +5.5% | -10.3% | -6.4% |
| 30D | -7.9% | -25.6% | +17.7% | +0.5% |
| 3M | -16.3% | -4.7% | -11.6% | -16.3% |
| 6M | +10.4% | -8.6% | +19.0% | +11.7% |
| YTD | -20.1% | +7.9% | -28.0% | -24.3% |
| 1Y | -11.4% | +11.2% | -22.6% | -17.2% |
| 3Y | +114.1% | +82.6% | +31.4% | +64.0% |
| 5Y | -5.8% | +192.7% | -198.5% | -42.1% |
| All | -4.5% | +145.2% | -149.7% | -37.1% |
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