-99.9%
DFNS vs ITUB
+200.1%
-300.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.5% |
| 7D | -16.0% | +8.7% | -24.7% | -15.0% |
| 30D | -77.7% | -0.7% | -77.0% | -77.7% |
| 3M | -77.2% | +7.8% | -85.0% | -76.8% |
| 6M | -95.2% | -3.4% | -91.8% | -95.2% |
| YTD | -98.0% | +16.3% | -114.2% | -97.9% |
| 1Y | -98.3% | +29.8% | -128.1% | -98.1% |
| 3Y | -99.9% | +111.1% | -210.9% | -99.8% |
| 5Y | -99.9% | +173.6% | -273.4% | -99.8% |
| All | -99.9% | +200.1% | -300.0% | -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 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