+44.3%
DLR vs ITUB
+178.1%
-133.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.2% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.2% | +2.6% | -3.7% | -1.6% |
| 3M | +2.9% | +8.4% | -5.5% | +1.6% |
| 6M | +6.7% | -0.5% | +7.2% | +6.5% |
| YTD | +23.9% | +15.3% | +8.6% | +21.2% |
| 1Y | +18.6% | +28.7% | -10.1% | +14.3% |
| 3Y | +59.7% | +118.7% | -59.0% | +42.9% |
| All | +44.3% | +178.1% | -133.7% | +26.2% |
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