+1,640.0%
ITUB vs DOC
+375.8%
+1,264.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | -1.0% | +6.2% | -7.3% | -4.2% |
| 30D | -28.1% | +6.5% | -34.6% | -30.7% |
| 3M | -11.1% | -6.2% | -4.9% | -8.6% |
| 6M | -14.0% | +25.6% | -39.6% | -25.6% |
| YTD | +4.1% | +32.1% | -28.0% | -13.0% |
| 1Y | +8.5% | +20.3% | -11.8% | -4.8% |
| 3Y | +82.8% | +42.7% | +40.1% | +41.1% |
| 5Y | +178.7% | -22.2% | +200.9% | +193.1% |
| 10Y | +138.4% | +16.5% | +121.8% | +84.9% |
| All | +1,640.0% | +375.8% | +1,264.2% | +547.4% |
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 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