+5,622.1%
DPZ vs ITUB
+1,508.9%
+4,113.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -2.5% | +8.7% | -11.3% | -4.3% |
| 30D | -7.0% | -0.7% | -6.3% | -6.9% |
| 3M | +11.6% | +7.8% | +3.8% | +9.4% |
| 6M | -15.2% | -3.4% | -11.8% | -15.1% |
| YTD | -17.2% | +16.3% | -33.5% | -20.9% |
| 1Y | -24.8% | +29.8% | -54.7% | -30.0% |
| 3Y | -8.7% | +111.1% | -119.7% | -24.9% |
| 5Y | -28.9% | +173.6% | -202.5% | -46.9% |
| 10Y | +153.6% | +193.2% | -39.6% | +62.3% |
| All | +5,622.1% | +1,508.9% | +4,113.2% | +2,297.9% |
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