+164.6%
DOCN vs ITUB
+216.7%
-52.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | +1.1% | +8.7% | -7.6% | -2.1% |
| 30D | -9.6% | -0.7% | -8.9% | -9.6% |
| 3M | -37.7% | +7.8% | -45.5% | -39.5% |
| 6M | +115.2% | -3.4% | +118.6% | +116.2% |
| YTD | +133.7% | +16.3% | +117.5% | +119.1% |
| 1Y | +250.2% | +29.8% | +220.3% | +214.0% |
| 3Y | +320.3% | +111.1% | +209.2% | +215.6% |
| 5Y | +53.1% | +173.6% | -120.5% | +5.5% |
| All | +164.6% | +216.7% | -52.1% | +67.1% |
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