-16.2%
DPZ vs ITUB
+10.6%
-26.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.1% |
| 7D | +3.7% | +5.5% | -1.8% | +3.5% |
| 30D | +8.0% | -25.6% | +33.6% | +8.6% |
| 3M | -4.2% | -4.7% | +0.5% | -4.4% |
| 6M | +4.6% | -8.6% | +13.2% | +4.5% |
| YTD | -18.4% | +7.9% | -26.4% | -22.8% |
| All | -16.2% | +10.6% | -26.9% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling