+556.0%
DG vs ITUB
+145.3%
+410.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.2% |
| 7D | -2.5% | +8.2% | -10.7% | -3.2% |
| 30D | +1.0% | +4.7% | -3.7% | +0.5% |
| 3M | +20.3% | +13.0% | +7.3% | +18.8% |
| 6M | -11.7% | +4.2% | -15.9% | -12.2% |
| YTD | -2.3% | +18.6% | -20.9% | -4.2% |
| 1Y | +20.0% | +31.3% | -11.2% | +16.5% |
| 3Y | +7.2% | +124.9% | -117.6% | -1.6% |
| 5Y | -37.9% | +195.6% | -233.5% | -45.2% |
| 10Y | +107.3% | +196.4% | -89.1% | +75.5% |
| All | +556.0% | +145.3% | +410.7% | +438.8% |
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