+3,595.6%
DLR vs ITUB
+1,129.1%
+2,466.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.6% | +8.7% | -7.1% | -0.6% |
| 30D | -3.4% | -0.7% | -2.7% | -3.4% |
| 3M | +0.5% | +7.8% | -7.3% | -1.7% |
| 6M | +4.6% | -3.4% | +8.0% | +5.0% |
| YTD | +23.4% | +16.3% | +7.1% | +17.7% |
| 1Y | +19.0% | +29.8% | -10.8% | +10.0% |
| 3Y | +56.5% | +111.1% | -54.5% | +25.2% |
| 5Y | +33.3% | +173.6% | -140.2% | -4.3% |
| 10Y | +165.1% | +193.2% | -28.1% | +63.0% |
| All | +3,595.6% | +1,129.1% | +2,466.6% | +1,416.4% |
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