+467.1%
DDOG vs ITUB
+92.5%
+374.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -10.1% | +8.7% | -18.9% | -11.8% |
| 30D | -24.8% | -0.7% | -24.1% | -24.8% |
| 3M | -12.6% | +7.8% | -20.4% | -14.2% |
| 6M | +79.9% | -3.4% | +83.4% | +79.6% |
| YTD | +56.6% | +16.3% | +40.3% | +49.6% |
| 1Y | +61.6% | +29.8% | +31.8% | +50.4% |
| 3Y | +117.9% | +111.1% | +6.8% | +80.7% |
| 5Y | +54.2% | +173.6% | -119.3% | +19.5% |
| All | +467.1% | +92.5% | +374.5% | +365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling