+170.5%
ITUB vs DOC
+21.5%
+149.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -25.4% | +6.6% | -32.0% | -27.5% |
| 3M | -0.3% | -1.1% | +0.8% | -0.2% |
| 6M | -8.0% | +4.8% | -12.8% | -10.4% |
| YTD | +5.2% | +32.1% | -26.8% | -8.9% |
| 1Y | +7.4% | +21.9% | -14.4% | -3.7% |
| 3Y | +74.5% | +51.4% | +23.1% | +37.1% |
| 5Y | +175.8% | -21.2% | +197.0% | +193.9% |
| All | +170.5% | +21.5% | +149.0% | +136.2% |
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