+5,666.8%
DPZ vs ITUB
+1,339.8%
+4,327.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +9.5% | -1.0% | +10.5% | +9.7% |
| 30D | +12.8% | -28.1% | +40.9% | +20.3% |
| 3M | -6.2% | -11.1% | +4.9% | -5.0% |
| 6M | +4.3% | -14.0% | +18.2% | +6.0% |
| YTD | -16.6% | +4.1% | -20.7% | -19.2% |
| 1Y | -12.8% | +8.5% | -21.3% | -16.4% |
| 3Y | -0.8% | +82.8% | -83.7% | -16.7% |
| 5Y | -25.8% | +178.7% | -204.5% | -45.2% |
| 10Y | +130.9% | +138.4% | -7.5% | +54.3% |
| All | +5,666.8% | +1,339.8% | +4,327.0% | +2,347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling