+186.9%
ITUB vs DOC
-2.1%
+189.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.1% |
| 7D | +8.7% | -1.5% | +10.2% | +9.4% |
| 30D | -0.7% | -4.8% | +4.1% | +1.4% |
| 3M | +7.8% | +6.9% | +0.9% | +4.3% |
| 6M | -3.4% | +20.7% | -24.2% | -12.3% |
| YTD | +16.3% | +34.1% | -17.9% | +0.2% |
| 1Y | +29.8% | +22.6% | +7.2% | +16.2% |
| 3Y | +111.1% | +20.8% | +90.2% | +85.3% |
| 5Y | +173.6% | -24.9% | +198.4% | +200.1% |
| All | +186.9% | -2.1% | +189.0% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling