+66.1%
DRI vs ITUB
+178.1%
-112.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.2% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -3.9% | +2.6% | -6.5% | -4.4% |
| 3M | +5.1% | +8.4% | -3.3% | +3.5% |
| 6M | +5.5% | -0.5% | +6.0% | +5.2% |
| YTD | +16.5% | +15.3% | +1.2% | +12.9% |
| 1Y | +2.0% | +28.7% | -26.7% | -3.3% |
| 3Y | +54.5% | +118.7% | -64.2% | +31.4% |
| All | +66.1% | +178.1% | -112.0% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling