-2.5%
DPZ vs ITUB
+82.5%
-85.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +9.5% | -1.0% | +10.5% | +9.6% |
| 30D | +12.8% | -28.1% | +40.9% | +15.5% |
| 3M | -6.2% | -11.1% | +4.9% | -6.0% |
| 6M | +4.3% | -14.0% | +18.2% | +4.8% |
| YTD | -16.6% | +4.1% | -20.7% | -18.9% |
| 1Y | -12.8% | +8.5% | -21.3% | -15.8% |
| All | -2.5% | +82.5% | -85.1% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling