+31,105.8%
DECK vs ITUB
+1,705.2%
+29,400.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.3% | +2.7% | +5.0% |
| 7D | +10.4% | -1.6% | +11.9% | +10.9% |
| 30D | +11.1% | -26.6% | +37.7% | +20.4% |
| 3M | -10.8% | -11.0% | +0.3% | -9.1% |
| 6M | -8.7% | -13.0% | +4.3% | -6.7% |
| YTD | -14.0% | +3.9% | -18.0% | -16.9% |
| 1Y | +12.0% | +9.8% | +2.2% | +6.3% |
| 3Y | -10.5% | +82.6% | -93.1% | -28.5% |
| 5Y | +28.5% | +181.1% | -152.6% | -12.9% |
| 10Y | +923.3% | +138.0% | +785.2% | +552.5% |
| All | +31,105.8% | +1,705.2% | +29,400.6% | +12,772.7% |
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