+129.3%
ITUB vs DOC
+15.7%
+113.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +3.7% | +6.5% | -2.8% | +1.0% |
| 30D | -24.1% | +9.2% | -33.3% | -27.0% |
| 3M | -9.6% | -2.5% | -7.1% | -9.0% |
| 6M | -11.6% | +7.1% | -18.6% | -14.8% |
| YTD | +5.5% | +33.0% | -27.5% | -9.0% |
| 1Y | +9.8% | +23.3% | -13.4% | -2.0% |
| 3Y | +84.7% | +44.9% | +39.8% | +48.0% |
| 5Y | +182.5% | -21.6% | +204.2% | +202.2% |
| All | +129.3% | +15.7% | +113.5% | +99.2% |
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