+52.4%
JD vs ITUB
+129.0%
-76.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +1.0% |
| 7D | -4.1% | +1.9% | -6.0% | -4.6% |
| 30D | +4.6% | -22.2% | +26.8% | +10.3% |
| 3M | -4.7% | +2.7% | -7.5% | -6.8% |
| 6M | -17.4% | -3.0% | -14.4% | -18.2% |
| YTD | +0.7% | +7.5% | -6.8% | -3.3% |
| 1Y | -5.9% | +10.5% | -16.3% | -10.4% |
| 3Y | +18.9% | +81.0% | -62.1% | -0.6% |
| 5Y | -62.9% | +181.8% | -244.8% | -72.6% |
| 10Y | +32.5% | +170.2% | -137.7% | -6.7% |
| All | +52.4% | +129.0% | -76.6% | -1.5% |
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