-47.3%
DOCS vs ITUB
+9.0%
-56.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.1% | +6.5% |
| 7D | +1.2% | -1.6% | +2.8% | +1.1% |
| 30D | +21.3% | -26.6% | +47.9% | +19.5% |
| 3M | +58.4% | -11.1% | +69.5% | +60.0% |
| 6M | +39.3% | -13.1% | +52.4% | +41.4% |
| YTD | -21.7% | +3.9% | -25.6% | -27.0% |
| 1Y | -47.3% | +9.8% | -57.1% | -50.5% |
| All | -47.3% | +9.0% | -56.3% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling