+536.1%
DUK vs ITUB
+1,902.7%
-1,366.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +0.2% | +2.6% | -2.3% | -0.2% |
| 3M | -1.9% | +8.4% | -10.3% | -3.2% |
| 6M | -6.5% | -0.5% | -6.0% | -6.9% |
| YTD | +5.4% | +15.3% | -9.8% | +2.7% |
| 1Y | +3.6% | +28.7% | -25.2% | -0.9% |
| 3Y | +48.1% | +118.7% | -70.5% | +30.3% |
| 5Y | +39.6% | +182.7% | -143.1% | +16.0% |
| 10Y | +131.8% | +207.6% | -75.8% | +80.1% |
| All | +536.1% | +1,902.7% | -1,366.6% | +277.0% |
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