+877.2%
DECK vs ITUB
+131.2%
+746.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.5% |
| 7D | +5.8% | +3.7% | +2.1% | +4.9% |
| 30D | +7.9% | -24.1% | +32.0% | +14.2% |
| 3M | -11.4% | -9.6% | -1.8% | -10.5% |
| 6M | -16.6% | -11.6% | -5.0% | -15.4% |
| YTD | -16.4% | +5.5% | -21.8% | -19.0% |
| 1Y | +8.6% | +9.8% | -1.2% | +4.0% |
| 3Y | -15.1% | +84.7% | -99.8% | -29.7% |
| 5Y | +22.9% | +182.5% | -159.7% | -11.6% |
| All | +877.2% | +131.2% | +746.0% | +567.3% |
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 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