-57.0%
DOCS vs ITUB
+186.4%
-243.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.8% |
| 7D | 0.0% | +5.5% | -5.5% | -0.7% |
| 30D | +7.8% | -25.6% | +33.3% | +11.7% |
| 3M | +20.0% | -4.7% | +24.6% | +20.0% |
| 6M | +26.5% | -8.6% | +35.1% | +26.9% |
| YTD | -25.8% | +7.9% | -33.7% | -28.7% |
| 1Y | -39.5% | +11.2% | -50.7% | -42.2% |
| 3Y | +60.3% | +82.6% | -22.3% | +38.8% |
| 5Y | -57.0% | +192.7% | -249.8% | -67.0% |
| All | -57.0% | +186.4% | -243.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling