-99.9%
DFNS vs ITUB
+205.6%
-305.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.9% |
| 7D | -3.3% | +1.0% | -4.3% | -3.2% |
| 30D | -73.1% | +10.7% | -83.8% | -72.7% |
| 3M | -71.4% | +10.1% | -81.4% | -70.8% |
| 6M | -93.8% | -0.1% | -93.7% | -93.9% |
| YTD | -98.0% | +18.4% | -116.5% | -98.0% |
| 1Y | -98.2% | +31.3% | -129.4% | -98.0% |
| 3Y | -99.9% | +124.6% | -224.5% | -99.8% |
| 5Y | -99.9% | +192.0% | -291.8% | -99.8% |
| All | -99.9% | +205.6% | -305.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling