+95.5%
DOCU vs ITUB
+65.2%
+30.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -3.4% | +4.9% | -8.2% | -4.1% |
| 30D | +9.3% | -27.2% | +36.5% | +14.4% |
| 3M | +30.2% | -6.1% | +36.3% | +30.1% |
| 6M | +62.1% | -10.7% | +72.8% | +62.8% |
| YTD | +13.5% | +5.5% | +8.0% | +9.6% |
| 1Y | +11.5% | +7.8% | +3.7% | +7.2% |
| 3Y | +89.5% | +75.0% | +14.5% | +65.2% |
| 5Y | -69.6% | +178.6% | -248.2% | -75.9% |
| All | +95.5% | +65.2% | +30.3% | +70.8% |
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 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