+317.9%
DRI vs ITUB
+169.9%
+148.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | +10.8% | -25.4% | +36.3% | +19.5% |
| 3M | +0.9% | -0.3% | +1.2% | -1.2% |
| 6M | +16.3% | -8.0% | +24.3% | +16.2% |
| YTD | +27.8% | +5.2% | +22.5% | +21.2% |
| 1Y | +33.9% | +7.4% | +26.4% | +25.8% |
| 3Y | +67.2% | +74.5% | -7.3% | +30.6% |
| 5Y | +79.0% | +175.8% | -96.8% | +12.4% |
| All | +317.9% | +169.9% | +148.0% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling