-12.2%
DASH vs ITUB
+5.2%
-17.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.6% |
| 7D | -4.1% | +1.1% | -5.2% | -4.3% |
| 30D | -10.6% | -25.4% | +14.8% | -5.5% |
| 3M | -18.8% | -0.3% | -18.5% | -18.8% |
| 6M | +11.2% | -8.0% | +19.2% | +12.5% |
| YTD | -23.8% | +5.2% | -29.0% | -24.2% |
| 1Y | -12.2% | +7.4% | -19.6% | -13.5% |
| All | -12.2% | +5.2% | -17.4% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling