+145.0%
DPZ vs ITUB
+175.8%
-30.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +2.4% |
| 7D | +2.2% | +1.9% | +0.3% | +2.1% |
| 30D | +15.5% | -22.2% | +37.7% | +17.1% |
| 3M | -2.0% | +2.7% | -4.7% | -2.5% |
| 6M | +12.1% | -3.0% | +15.1% | +11.8% |
| YTD | -16.6% | +7.5% | -24.1% | -17.6% |
| 1Y | -14.6% | +10.5% | -25.0% | -15.8% |
| 3Y | -4.1% | +81.0% | -85.1% | -8.7% |
| 5Y | -28.3% | +181.8% | -210.1% | -33.6% |
| All | +145.0% | +175.8% | -30.8% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling