+95.3%
DOCU vs ITUB
+65.1%
+30.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -1.9% |
| 7D | -5.5% | +3.7% | -9.2% | -6.1% |
| 30D | +12.6% | -24.1% | +36.7% | +17.2% |
| 3M | +36.4% | -9.6% | +46.0% | +37.1% |
| 6M | +66.8% | -11.6% | +78.4% | +67.7% |
| YTD | +13.5% | +5.5% | +8.0% | +9.6% |
| 1Y | +11.3% | +9.8% | +1.5% | +6.6% |
| 3Y | +92.1% | +84.7% | +7.3% | +65.8% |
| 5Y | -71.0% | +182.5% | -253.5% | -77.0% |
| All | +95.3% | +65.1% | +30.2% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling