+199.6%
DKS vs ITUB
+220.1%
-20.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.0% | +2.2% | -4.2% | -2.5% |
| 30D | -32.7% | +12.6% | -45.4% | -34.6% |
| 3M | -38.8% | +6.4% | -45.2% | -39.9% |
| 6M | -29.4% | +0.6% | -30.0% | -29.9% |
| YTD | -30.3% | +18.8% | -49.2% | -33.5% |
| 1Y | -39.6% | +31.0% | -70.6% | -43.7% |
| 3Y | +32.2% | +118.1% | -85.9% | +8.3% |
| 5Y | +15.1% | +193.0% | -177.9% | -15.1% |
| All | +199.6% | +220.1% | -20.5% | +105.0% |
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