-38.8%
DOCS vs ITUB
+120.3%
-159.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.0% |
| 7D | -0.6% | +4.9% | -5.4% | -1.3% |
| 30D | +6.3% | -27.2% | +33.5% | +11.1% |
| 3M | +26.5% | -6.1% | +32.6% | +26.7% |
| 6M | +24.8% | -10.7% | +35.5% | +25.5% |
| YTD | -26.8% | +5.5% | -32.3% | -29.7% |
| 1Y | -38.3% | +7.8% | -46.1% | -41.0% |
| 3Y | +36.0% | +75.0% | -38.9% | +16.5% |
| 5Y | -55.0% | +178.6% | -233.5% | -66.4% |
| All | -38.8% | +120.3% | -159.2% | -53.8% |
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