+126.2%
ITUB vs DOC
+14.9%
+111.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -1.0% | +6.2% | -7.3% | -3.5% |
| 30D | -28.1% | +6.5% | -34.6% | -30.1% |
| 3M | -11.1% | -6.2% | -4.9% | -9.0% |
| 6M | -14.0% | +25.6% | -39.6% | -23.5% |
| YTD | +4.1% | +32.1% | -28.0% | -10.0% |
| 1Y | +8.5% | +20.3% | -11.8% | -2.2% |
| 3Y | +82.8% | +42.7% | +40.1% | +47.5% |
| 5Y | +178.7% | -22.2% | +200.9% | +199.0% |
| All | +126.2% | +14.9% | +111.2% | +97.1% |
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 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