+544.8%
DIS vs ITUB
+1,733.1%
-1,188.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | +4.4% | +4.9% | -0.5% | +3.2% |
| 30D | +10.3% | -27.2% | +37.6% | +18.8% |
| 3M | +15.5% | -6.1% | +21.6% | +15.9% |
| 6M | +11.2% | -10.7% | +21.9% | +12.6% |
| YTD | +5.6% | +5.5% | +0.1% | +1.8% |
| 1Y | +7.7% | +7.8% | -0.1% | +3.1% |
| 3Y | +39.3% | +75.0% | -35.7% | +15.3% |
| 5Y | -29.5% | +178.6% | -208.1% | -49.8% |
| 10Y | +36.3% | +162.9% | -126.6% | -10.2% |
| All | +544.8% | +1,733.1% | -1,188.4% | +160.5% |
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 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