-50.3%
DOCS vs ITUB
+142.8%
-193.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -1.4% | +8.7% | -10.1% | -2.7% |
| 30D | +21.8% | -0.7% | +22.5% | +21.8% |
| 3M | +27.3% | +7.8% | +19.5% | +25.1% |
| 6M | -0.3% | -3.4% | +3.1% | -0.4% |
| YTD | -40.5% | +16.3% | -56.8% | -43.3% |
| 1Y | -61.5% | +29.8% | -91.4% | -64.2% |
| 3Y | +8.2% | +111.1% | -102.9% | -9.5% |
| 5Y | -73.4% | +173.6% | -247.0% | -79.6% |
| All | -50.3% | +142.8% | -193.1% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling