+1,637.6%
ITUB vs DOC
+377.0%
+1,260.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +1.7% |
| 7D | -1.6% | +8.7% | -10.3% | -5.9% |
| 30D | -26.6% | +7.6% | -34.2% | -29.6% |
| 3M | -11.0% | -5.3% | -5.8% | -9.0% |
| 6M | -13.0% | +27.6% | -40.7% | -25.5% |
| YTD | +3.9% | +32.4% | -28.5% | -13.3% |
| 1Y | +9.8% | +22.9% | -13.1% | -4.7% |
| 3Y | +82.6% | +43.1% | +39.5% | +40.7% |
| 5Y | +181.1% | -21.4% | +202.5% | +194.0% |
| 10Y | +138.0% | +16.8% | +121.2% | +84.4% |
| All | +1,637.6% | +377.0% | +1,260.6% | +545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling