+66.4%
DOCN vs ITUB
+183.4%
-117.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.1% | -16.0% | -15.9% |
| 7D | -29.3% | -1.0% | -28.2% | -29.0% |
| 30D | -46.0% | -28.1% | -17.9% | -40.6% |
| 3M | -43.2% | -11.1% | -32.1% | -42.6% |
| 6M | -53.7% | -14.0% | -39.7% | -52.7% |
| YTD | +46.9% | +4.1% | +42.9% | +39.2% |
| 1Y | +54.3% | +8.5% | +45.9% | +43.5% |
| 3Y | +185.5% | +82.8% | +102.7% | +118.8% |
| 5Y | -31.1% | +178.7% | -209.8% | -52.5% |
| All | +66.4% | +183.4% | -117.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling