+59.0%
DDOG vs ITUB
+31.4%
+27.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +3.9% | +2.2% | +1.7% | +3.9% |
| 30D | -8.2% | +12.6% | -20.8% | -8.3% |
| 3M | -5.6% | +6.4% | -12.0% | -5.7% |
| 6M | +73.5% | +0.6% | +72.9% | +71.9% |
| YTD | +62.7% | +18.8% | +43.8% | +52.7% |
| 1Y | +59.0% | +31.0% | +28.0% | +42.3% |
| All | +59.0% | +31.4% | +27.6% | +42.3% |
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