+1,571.1%
DRI vs ITUB
+1,767.9%
-196.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +9.7% | -22.2% | +31.9% | +15.6% |
| 3M | +3.2% | +2.7% | +0.5% | +0.9% |
| 6M | +20.6% | -3.0% | +23.5% | +19.2% |
| YTD | +28.3% | +7.5% | +20.7% | +22.9% |
| 1Y | +34.5% | +10.5% | +24.1% | +27.8% |
| 3Y | +66.5% | +81.0% | -14.5% | +37.5% |
| 5Y | +79.6% | +181.8% | -102.2% | +28.7% |
| 10Y | +333.8% | +170.2% | +163.6% | +198.0% |
| All | +1,571.1% | +1,767.9% | -196.8% | +792.9% |
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