+15.5%
DKS vs ITUB
+186.2%
-170.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -3.0% | +2.2% | -5.2% | -3.3% |
| 30D | -33.4% | +12.6% | -46.0% | -34.6% |
| 3M | -39.4% | +6.4% | -45.8% | -40.1% |
| 6M | -30.1% | +0.6% | -30.7% | -30.4% |
| YTD | -31.0% | +18.8% | -49.8% | -33.0% |
| 1Y | -40.2% | +31.0% | -71.2% | -42.9% |
| 3Y | +30.9% | +118.1% | -87.1% | +15.1% |
| All | +15.5% | +186.2% | -170.6% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling