-18.0%
DPZ vs ITUB
+8.1%
-26.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -3.5% | +3.7% | -7.3% | -3.7% |
| 30D | +5.7% | -24.9% | +30.6% | +6.2% |
| 3M | -7.5% | +0.8% | -8.3% | -7.6% |
| 6M | +6.2% | -6.6% | +12.8% | +6.0% |
| YTD | -19.8% | +7.8% | -27.6% | -24.2% |
| 1Y | -18.0% | +7.4% | -25.3% | -22.5% |
| All | -18.0% | +8.1% | -26.0% | -22.5% |
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 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