+29,950.1%
DECK vs ITUB
+1,920.1%
+28,030.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.8% |
| 7D | -2.2% | +8.7% | -10.9% | -4.7% |
| 30D | -13.6% | -0.7% | -12.9% | -13.5% |
| 3M | -21.2% | +7.8% | -29.0% | -23.2% |
| 6M | -21.1% | -3.4% | -17.7% | -20.5% |
| YTD | -17.2% | +16.3% | -33.5% | -21.4% |
| 1Y | -30.7% | +29.8% | -60.6% | -36.5% |
| 3Y | -3.4% | +111.1% | -114.4% | -25.1% |
| 5Y | +25.5% | +173.6% | -148.0% | -13.2% |
| 10Y | +714.7% | +193.2% | +521.4% | +393.4% |
| All | +29,950.1% | +1,920.1% | +28,030.1% | +12,074.0% |
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