-26.7%
DT vs ITUB
+185.6%
-212.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.2% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | +3.5% | +10.7% | -7.2% | +1.8% |
| 3M | +26.7% | +10.1% | +16.7% | +24.5% |
| 6M | +36.1% | -0.1% | +36.3% | +35.4% |
| YTD | +18.6% | +18.4% | +0.2% | +14.0% |
| 1Y | +7.9% | +31.3% | -23.4% | +1.4% |
| 3Y | +8.6% | +124.6% | -116.0% | -8.4% |
| 5Y | -26.7% | +192.0% | -218.6% | -43.1% |
| All | -26.7% | +185.6% | -212.3% | -43.1% |
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 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