+1,060.7%
DLTR vs ITUB
+1,902.7%
-842.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -4.1% |
| 7D | -10.2% | 0.0% | -10.2% | -10.3% |
| 30D | -8.5% | +2.6% | -11.1% | -8.9% |
| 3M | +5.6% | +8.4% | -2.9% | +4.0% |
| 6M | +2.2% | -0.5% | +2.7% | +2.0% |
| YTD | -3.8% | +15.3% | -19.0% | -6.4% |
| 1Y | +22.9% | +28.7% | -5.8% | +17.3% |
| 3Y | +2.0% | +118.7% | -116.6% | -11.6% |
| 5Y | +29.8% | +182.7% | -152.9% | +5.9% |
| 10Y | +45.0% | +207.6% | -162.6% | +10.5% |
| All | +1,060.7% | +1,902.7% | -842.0% | +487.5% |
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 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