+4.3%
DT vs ITUB
+114.2%
-109.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +0.1% | +2.6% | -2.5% | -0.4% |
| 3M | +24.1% | +8.4% | +15.7% | +22.3% |
| 6M | +30.1% | -0.5% | +30.7% | +29.4% |
| YTD | +16.8% | +15.3% | +1.5% | +12.1% |
| 1Y | -0.1% | +28.7% | -28.8% | -6.9% |
| All | +4.3% | +114.2% | -109.9% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling