+101.7%
DOCU vs ITUB
+68.7%
+33.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.9% |
| 7D | -0.4% | +3.7% | -4.1% | -1.0% |
| 30D | +12.9% | -24.9% | +37.9% | +17.7% |
| 3M | +35.1% | +0.8% | +34.3% | +33.3% |
| 6M | +76.2% | -6.6% | +82.8% | +75.5% |
| YTD | +17.2% | +7.8% | +9.4% | +12.8% |
| 1Y | +16.4% | +7.4% | +9.0% | +12.1% |
| 3Y | +95.6% | +78.8% | +16.8% | +69.9% |
| 5Y | -68.5% | +179.9% | -248.4% | -75.0% |
| All | +101.7% | +68.7% | +33.0% | +75.6% |
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