+203.8%
DHR vs ITUB
+220.1%
-16.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | +2.2% | -5.8% | -3.9% |
| 30D | -2.7% | +12.6% | -15.4% | -4.5% |
| 3M | +10.9% | +6.4% | +4.5% | +9.7% |
| 6M | +3.0% | +0.6% | +2.4% | +2.6% |
| YTD | -12.2% | +18.8% | -31.0% | -14.8% |
| 1Y | +3.3% | +31.0% | -27.7% | -1.4% |
| 3Y | -8.2% | +118.1% | -126.3% | -19.1% |
| 5Y | -29.9% | +193.0% | -222.9% | -41.7% |
| All | +203.8% | +220.1% | -16.3% | +138.9% |
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 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