-100.0%
DFNS vs ITUB
+181.1%
-281.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.1% |
| 7D | -6.0% | +1.9% | -7.9% | -5.7% |
| 30D | -71.2% | -22.2% | -49.0% | -72.3% |
| 3M | -94.5% | +2.7% | -97.2% | -94.4% |
| 6M | -96.5% | -3.0% | -93.6% | -96.5% |
| YTD | -99.6% | +7.5% | -107.1% | -99.6% |
| 1Y | -99.7% | +10.5% | -110.2% | -99.7% |
| 3Y | -100.0% | +81.0% | -181.0% | -100.0% |
| All | -100.0% | +181.1% | -281.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling