+2,876.6%
DHR vs ITUB
+1,959.7%
+916.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.6% |
| 7D | -0.8% | +8.2% | -9.1% | -2.4% |
| 30D | +0.2% | +4.7% | -4.5% | -0.8% |
| 3M | +12.1% | +13.0% | -1.0% | +9.0% |
| 6M | +5.4% | +4.2% | +1.2% | +4.0% |
| YTD | -10.0% | +18.6% | -28.5% | -13.7% |
| 1Y | +4.1% | +31.3% | -27.2% | -2.5% |
| 3Y | -5.2% | +124.9% | -130.1% | -21.4% |
| 5Y | -28.2% | +195.6% | -223.8% | -45.4% |
| 10Y | +208.4% | +196.4% | +12.0% | +113.9% |
| All | +2,876.6% | +1,959.7% | +916.8% | +1,229.9% |
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