-99.7%
DFNS vs ITUB
+8.3%
-108.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -6.2% |
| 7D | -6.0% | +1.9% | -7.9% | -6.5% |
| 30D | -71.2% | -22.2% | -49.0% | -68.5% |
| 3M | -94.5% | +2.7% | -97.2% | -95.1% |
| 6M | -96.5% | -3.0% | -93.6% | -96.6% |
| YTD | -99.6% | +7.5% | -107.1% | -99.6% |
| 1Y | -99.7% | +10.5% | -110.2% | -99.7% |
| All | -99.7% | +8.3% | -108.0% | -99.7% |
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 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