+748.8%
DECK vs ITUB
+175.8%
+573.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +4.8% | -22.2% | +27.0% | +10.5% |
| 3M | -6.9% | +2.7% | -9.7% | -8.9% |
| 6M | -7.6% | -3.0% | -4.6% | -8.4% |
| YTD | -16.3% | +7.5% | -23.8% | -19.3% |
| 1Y | +4.5% | +10.5% | -6.0% | -0.2% |
| 3Y | -17.1% | +81.0% | -98.1% | -31.3% |
| 5Y | +21.9% | +181.8% | -159.9% | -13.1% |
| All | +748.8% | +175.8% | +573.0% | +454.4% |
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