-51.1%
DOCS vs ITUB
+176.7%
-227.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -1.3% | -1.0% | -0.3% | -1.2% |
| 30D | +19.4% | -28.1% | +47.5% | +24.3% |
| 3M | +53.4% | -11.1% | +64.5% | +54.7% |
| 6M | +28.8% | -14.0% | +42.7% | +30.3% |
| YTD | -25.1% | +4.1% | -29.1% | -27.7% |
| 1Y | -48.1% | +8.5% | -56.6% | -50.3% |
| 3Y | +51.4% | +82.8% | -31.5% | +31.2% |
| 5Y | -51.1% | +178.7% | -229.8% | -61.2% |
| All | -51.1% | +176.7% | -227.8% | -61.2% |
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