-98.3%
DFNS vs ITUB
+30.8%
-129.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.2% |
| 7D | -16.0% | +8.7% | -24.7% | -21.5% |
| 30D | -77.7% | -0.7% | -77.0% | -77.5% |
| 3M | -77.2% | +7.8% | -85.0% | -77.6% |
| 6M | -95.2% | -3.4% | -91.8% | -94.9% |
| YTD | -98.0% | +16.3% | -114.2% | -98.0% |
| 1Y | -98.3% | +29.8% | -128.1% | -98.4% |
| All | -98.3% | +30.8% | -129.0% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling