+130.9%
DPZ vs ITUB
+154.1%
-23.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +2.2% | +4.9% | -2.7% | +1.9% |
| 30D | +6.7% | -27.2% | +33.9% | +8.6% |
| 3M | -4.5% | -6.1% | +1.6% | -4.5% |
| 6M | +3.3% | -10.7% | +14.0% | +3.6% |
| YTD | -19.4% | +5.5% | -24.9% | -20.3% |
| 1Y | -17.3% | +7.8% | -25.1% | -18.3% |
| 3Y | -8.4% | +75.0% | -83.4% | -12.6% |
| 5Y | -28.2% | +178.6% | -206.8% | -33.5% |
| 10Y | +130.9% | +162.9% | -32.0% | +113.1% |
| All | +130.9% | +154.1% | -23.2% | +113.1% |
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