+839.4%
DECK vs ITUB
+154.1%
+685.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +6.8% | +4.9% | +1.9% | +5.6% |
| 30D | +8.3% | -27.2% | +35.6% | +16.1% |
| 3M | -7.9% | -6.1% | -1.7% | -7.7% |
| 6M | -10.6% | -10.7% | +0.1% | -9.5% |
| YTD | -13.4% | +5.5% | -18.9% | -16.2% |
| 1Y | +12.5% | +7.8% | +4.6% | +8.1% |
| 3Y | -14.9% | +75.0% | -89.8% | -28.8% |
| 5Y | +27.5% | +178.6% | -151.1% | -8.8% |
| 10Y | +839.4% | +162.9% | +676.5% | +525.1% |
| All | +839.4% | +154.1% | +685.3% | +525.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling