+215.6%
DOCN vs ITUB
+77.0%
+138.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -39.8% |
| 6M | -51.5% | -10.7% | -40.8% | -51.4% |
| YTD | +65.3% | +5.5% | +59.7% | +52.0% |
| 1Y | +53.9% | +7.8% | +46.1% | +39.4% |
| 3Y | +215.6% | +75.0% | +140.6% | +124.3% |
| All | +215.6% | +77.0% | +138.5% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling