+4,782.6%
DELL vs ITUB
+192.9%
+4,589.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.9% |
| 7D | +8.7% | 0.0% | +8.7% | +8.7% |
| 30D | +16.9% | +2.6% | +14.3% | +16.2% |
| 3M | +40.4% | +8.4% | +32.0% | +37.7% |
| 6M | +267.1% | -0.5% | +267.6% | +266.2% |
| YTD | +329.1% | +15.3% | +313.8% | +311.8% |
| 1Y | +346.9% | +28.7% | +318.2% | +316.5% |
| 3Y | +696.6% | +118.7% | +578.0% | +543.4% |
| 5Y | +1,106.2% | +182.7% | +923.5% | +788.6% |
| 10Y | +4,177.7% | +207.6% | +3,970.1% | +2,858.9% |
| All | +4,782.6% | +192.9% | +4,589.7% | +3,352.9% |
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