+84.2%
DOCN vs ITUB
+194.0%
-109.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.3% | +5.7% | +7.3% |
| 7D | -12.8% | +5.5% | -18.3% | -14.3% |
| 30D | -41.9% | -25.6% | -16.4% | -36.8% |
| 3M | -36.9% | -4.7% | -32.3% | -37.7% |
| 6M | -52.2% | -8.6% | -43.6% | -52.2% |
| YTD | +62.7% | +7.9% | +54.8% | +52.4% |
| 1Y | +58.2% | +11.2% | +47.0% | +46.1% |
| 3Y | +219.5% | +82.6% | +136.8% | +144.9% |
| 5Y | -32.9% | +192.7% | -225.6% | -54.3% |
| All | +84.2% | +194.0% | -109.8% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling