+9.8%
ITUB vs DOC
+21.8%
-12.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +3.1% |
| 7D | -1.6% | +8.7% | -10.4% | -2.0% |
| 30D | -26.6% | +7.6% | -34.3% | -26.9% |
| 3M | -11.1% | -5.3% | -5.8% | -10.5% |
| 6M | -13.1% | +27.6% | -40.7% | -14.4% |
| YTD | +3.9% | +32.4% | -28.5% | +1.6% |
| 1Y | +9.8% | +22.9% | -13.1% | +10.1% |
| All | +9.8% | +21.8% | -12.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling