+20.6%
DG vs ITUB
+31.4%
-10.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -6.5% | +2.2% | -8.7% | -6.8% |
| 30D | +4.2% | +12.6% | -8.4% | +2.1% |
| 3M | +9.5% | +6.4% | +3.1% | +8.0% |
| 6M | -13.1% | +0.6% | -13.7% | -13.7% |
| YTD | -4.8% | +18.8% | -23.7% | -8.2% |
| 1Y | +20.6% | +31.0% | -10.4% | +10.5% |
| All | +20.6% | +31.4% | -10.8% | +10.5% |
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