-34.8%
DOCS vs ITUB
+7.8%
-42.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.5% |
| 7D | -4.2% | +3.7% | -7.9% | -4.1% |
| 30D | +8.6% | -24.9% | +33.6% | +7.1% |
| 3M | +27.2% | +0.8% | +26.4% | +30.8% |
| 6M | +26.5% | -6.6% | +33.1% | +28.7% |
| YTD | -25.0% | +7.8% | -32.8% | -30.6% |
| All | -34.8% | +7.8% | -42.6% | -40.8% |
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 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