+1.9%
DLTR vs ITUB
+120.9%
-119.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -10.1% | +2.2% | -12.3% | -10.4% |
| 30D | -8.1% | +12.6% | -20.7% | -9.8% |
| 3M | +2.9% | +6.4% | -3.6% | +1.6% |
| 6M | +4.3% | +0.6% | +3.8% | +3.7% |
| YTD | -3.9% | +18.8% | -22.8% | -6.6% |
| 1Y | +18.9% | +31.0% | -12.1% | +13.6% |
| 3Y | +1.9% | +118.1% | -116.2% | -15.5% |
| All | +1.9% | +120.9% | -119.0% | -15.5% |
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