-3.6%
DDOG vs ITUB
+181.1%
-184.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.6% |
| 7D | +2.9% | +1.9% | +1.0% | +2.4% |
| 30D | -31.6% | -22.2% | -9.4% | -28.5% |
| 3M | -27.0% | +2.7% | -29.7% | -29.0% |
| 6M | -10.3% | -3.0% | -7.3% | -11.9% |
| YTD | +35.4% | +7.5% | +27.9% | +27.3% |
| 1Y | -1.0% | +10.5% | -11.4% | -7.8% |
| 3Y | +76.7% | +81.0% | -4.3% | +38.6% |
| All | -3.6% | +181.1% | -184.7% | -35.0% |
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