+105.1%
DOCN vs ITUB
+193.6%
-88.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +8.9% |
| 7D | +3.7% | +3.7% | 0.0% | +2.6% |
| 30D | -33.7% | -24.9% | -8.8% | -28.1% |
| 3M | -27.9% | +0.8% | -28.7% | -30.3% |
| 6M | -46.4% | -6.6% | -39.8% | -46.8% |
| YTD | +81.1% | +7.8% | +73.3% | +69.8% |
| 1Y | +74.3% | +7.4% | +66.9% | +63.1% |
| 3Y | +245.8% | +78.8% | +167.1% | +167.0% |
| 5Y | -23.7% | +179.9% | -203.6% | -47.9% |
| All | +105.1% | +193.6% | -88.5% | +29.5% |
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 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