-29.3%
DASH vs ITUB
+181.1%
-210.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | -4.5% | +1.9% | -6.4% | -5.1% |
| 30D | -6.8% | -22.2% | +15.4% | -0.1% |
| 3M | -20.7% | +2.7% | -23.4% | -22.5% |
| 6M | +15.1% | -3.0% | +18.0% | +14.0% |
| YTD | -24.3% | +7.5% | -31.8% | -28.1% |
| 1Y | -12.1% | +10.5% | -22.6% | -17.5% |
| 3Y | +91.1% | +81.0% | +10.1% | +47.7% |
| All | -29.3% | +181.1% | -210.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling