+95.7%
DOCU vs ITUB
+69.0%
+26.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.2% |
| 7D | -4.8% | +5.5% | -10.3% | -5.6% |
| 30D | +9.4% | -25.6% | +34.9% | +14.2% |
| 3M | +29.0% | -4.7% | +33.7% | +28.6% |
| 6M | +62.3% | -8.6% | +70.9% | +62.4% |
| YTD | +13.7% | +7.9% | +5.7% | +9.3% |
| 1Y | +11.5% | +11.2% | +0.4% | +6.7% |
| 3Y | +94.2% | +82.6% | +11.5% | +68.0% |
| 5Y | -71.7% | +192.7% | -264.5% | -77.7% |
| All | +95.7% | +69.0% | +26.7% | +70.3% |
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