+87.1%
DOCN vs ITUB
+187.4%
-100.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.3% |
| 7D | -12.1% | +4.9% | -17.0% | -13.5% |
| 30D | -41.0% | -27.2% | -13.8% | -35.4% |
| 3M | -38.7% | -6.1% | -32.6% | -39.2% |
| 6M | -51.5% | -10.7% | -40.8% | -51.1% |
| YTD | +65.3% | +5.5% | +59.7% | +55.9% |
| 1Y | +53.9% | +7.8% | +46.1% | +43.5% |
| 3Y | +215.6% | +75.0% | +140.6% | +145.2% |
| 5Y | -26.2% | +178.6% | -204.7% | -49.3% |
| All | +87.1% | +187.4% | -100.3% | +18.9% |
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