-35.6%
DOCN vs ITUB
+184.6%
-220.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -19.2% | +3.7% | -22.8% | -20.3% |
| 30D | -43.1% | -24.1% | -19.0% | -37.9% |
| 3M | -40.7% | -9.6% | -31.1% | -40.4% |
| 6M | -55.0% | -11.6% | -43.4% | -54.4% |
| YTD | +50.6% | +5.5% | +45.1% | +40.2% |
| 1Y | +54.0% | +9.8% | +44.1% | +40.2% |
| 3Y | +203.9% | +84.7% | +119.2% | +118.5% |
| All | -35.6% | +184.6% | -220.2% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling