+30.9%
DOCU vs ITUB
+116.5%
-85.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | +6.9% | +8.7% | -1.8% | +5.7% |
| 30D | +19.0% | -0.7% | +19.7% | +19.1% |
| 3M | +34.3% | +7.8% | +26.5% | +32.0% |
| 6M | +48.0% | -3.4% | +51.4% | +47.9% |
| YTD | 0.0% | +16.3% | -16.3% | -5.3% |
| 1Y | -10.3% | +29.8% | -40.1% | -17.3% |
| All | +30.9% | +116.5% | -85.6% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling