+70.5%
DOCN vs ITUB
+187.3%
-116.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.1% |
| 7D | -19.2% | +3.7% | -22.8% | -20.2% |
| 30D | -43.1% | -24.1% | -19.0% | -38.5% |
| 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% | +42.1% |
| 1Y | +54.0% | +9.8% | +44.1% | +42.6% |
| 3Y | +203.9% | +84.7% | +119.2% | +132.2% |
| 5Y | -29.4% | +182.5% | -211.9% | -51.5% |
| All | +70.5% | +187.3% | -116.7% | +8.4% |
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 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