-38.7%
DOCS vs ITUB
+120.3%
-159.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -0.8% | +3.7% | -4.5% | -1.3% |
| 30D | +17.4% | -24.1% | +41.5% | +22.0% |
| 3M | +57.4% | -9.6% | +66.9% | +58.4% |
| 6M | +26.5% | -11.5% | +38.1% | +27.5% |
| YTD | -26.6% | +5.5% | -32.1% | -29.5% |
| 1Y | -48.1% | +9.9% | -57.9% | -50.5% |
| 3Y | +52.6% | +84.8% | -32.1% | +29.5% |
| 5Y | -52.1% | +182.6% | -234.7% | -64.5% |
| All | -38.7% | +120.3% | -159.0% | -53.7% |
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