+55.2%
DLR vs ITUB
+120.1%
-64.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.4% |
| 7D | -1.3% | +1.0% | -2.3% | -1.5% |
| 30D | -2.9% | +10.7% | -13.6% | -4.7% |
| 3M | +3.2% | +10.1% | -6.8% | +1.2% |
| 6M | +3.9% | -0.1% | +4.0% | +3.5% |
| YTD | +21.4% | +18.4% | +3.0% | +17.4% |
| 1Y | +9.7% | +31.3% | -21.6% | +4.0% |
| All | +55.2% | +120.1% | -64.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling