+825.1%
DGX vs ITUB
+1,902.7%
-1,077.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.9% | +2.6% | -3.5% | -1.3% |
| 3M | +15.6% | +8.4% | +7.2% | +14.1% |
| 6M | +17.8% | -0.5% | +18.3% | +17.4% |
| YTD | +37.5% | +15.3% | +22.2% | +34.0% |
| 1Y | +31.2% | +28.7% | +2.4% | +25.8% |
| 3Y | +96.6% | +118.7% | -22.1% | +74.0% |
| 5Y | +64.9% | +182.7% | -117.8% | +38.2% |
| 10Y | +254.6% | +207.6% | +47.0% | +177.9% |
| All | +825.1% | +1,902.7% | -1,077.6% | +479.9% |
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