+121.1%
DDOG vs ITUB
+114.2%
+6.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.8% | +9.9% | +7.7% |
| 7D | +7.7% | 0.0% | +7.7% | +7.6% |
| 30D | -13.6% | +2.6% | -16.2% | -14.2% |
| 3M | -0.9% | +8.4% | -9.3% | -3.2% |
| 6M | +75.2% | -0.5% | +75.8% | +72.9% |
| YTD | +65.7% | +15.3% | +50.4% | +55.2% |
| 1Y | +60.4% | +28.7% | +31.7% | +44.3% |
| All | +121.1% | +114.2% | +6.9% | +44.3% |
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 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