+121.1%
DPZ vs ITUB
+143.4%
-22.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | +3.7% | +5.5% | -1.8% | +3.3% |
| 30D | +8.0% | -25.6% | +33.6% | +9.9% |
| 3M | -4.2% | -4.7% | +0.5% | -4.2% |
| 6M | +4.6% | -8.6% | +13.2% | +4.7% |
| YTD | -18.4% | +7.9% | -26.4% | -19.4% |
| 1Y | -16.8% | +11.2% | -28.0% | -18.0% |
| 3Y | -5.0% | +82.6% | -87.7% | -9.9% |
| 5Y | -27.8% | +192.7% | -220.5% | -33.7% |
| 10Y | +121.1% | +144.7% | -23.6% | +101.2% |
| All | +121.1% | +143.4% | -22.3% | +101.2% |
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 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