+98.2%
DG vs ITUB
+220.1%
-121.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -6.5% | +2.2% | -8.7% | -6.7% |
| 30D | +4.2% | +12.6% | -8.4% | +3.1% |
| 3M | +9.5% | +6.4% | +3.1% | +8.8% |
| 6M | -13.1% | +0.6% | -13.7% | -13.3% |
| YTD | -4.8% | +18.8% | -23.7% | -6.4% |
| 1Y | +20.6% | +31.0% | -10.4% | +17.7% |
| 3Y | +4.9% | +118.1% | -113.1% | -1.7% |
| 5Y | -37.9% | +193.0% | -230.9% | -43.5% |
| All | +98.2% | +220.1% | -121.9% | +75.6% |
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