+153.0%
DASH vs ITUB
+116.5%
+36.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.4% |
| 7D | -10.6% | +8.7% | -19.3% | -12.6% |
| 30D | +2.2% | -0.7% | +2.8% | +2.2% |
| 3M | +32.3% | +7.8% | +24.5% | +29.0% |
| 6M | +19.1% | -3.4% | +22.5% | +19.5% |
| YTD | -6.5% | +16.3% | -22.8% | -11.4% |
| 1Y | -14.9% | +29.8% | -44.7% | -22.3% |
| All | +153.0% | +116.5% | +36.5% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling