+24.3%
DECK vs ITUB
+176.7%
-152.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | +6.0% | -1.0% | +7.1% | +6.2% |
| 30D | +7.4% | -28.1% | +35.6% | +13.7% |
| 3M | -11.7% | -11.1% | -0.5% | -10.7% |
| 6M | -11.0% | -14.0% | +3.0% | -9.7% |
| YTD | -15.4% | +4.1% | -19.4% | -17.4% |
| 1Y | +7.2% | +8.5% | -1.2% | +3.6% |
| 3Y | -11.8% | +82.8% | -94.7% | -24.2% |
| 5Y | +24.3% | +178.7% | -154.4% | -6.8% |
| All | +24.3% | +176.7% | -152.4% | -6.8% |
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