+1,887.4%
ITUB vs DTE
+931.7%
+955.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.3% |
| 7D | +2.2% | -2.6% | +4.8% | +4.2% |
| 30D | +12.6% | -4.4% | +17.0% | +16.3% |
| 3M | +6.4% | -8.3% | +14.7% | +12.9% |
| 6M | +0.6% | -8.1% | +8.7% | +6.1% |
| YTD | +18.8% | +4.4% | +14.4% | +13.5% |
| 1Y | +31.0% | +0.2% | +30.8% | +28.8% |
| 3Y | +118.1% | +42.6% | +75.5% | +58.8% |
| 5Y | +193.0% | +31.5% | +161.6% | +119.2% |
| 10Y | +217.1% | +138.2% | +78.9% | +31.9% |
| All | +1,887.4% | +931.7% | +955.7% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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