+14.8%
DOV vs ITUB
+185.6%
-170.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.7% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | -9.9% | +10.7% | -20.6% | -11.9% |
| 3M | -12.1% | +10.1% | -22.2% | -14.0% |
| 6M | -10.4% | -0.1% | -10.3% | -10.8% |
| YTD | -3.3% | +18.4% | -21.7% | -7.1% |
| 1Y | +7.8% | +31.3% | -23.5% | +1.3% |
| 3Y | +36.3% | +124.6% | -88.3% | +14.2% |
| 5Y | +14.8% | +192.0% | -177.2% | -9.6% |
| All | +14.8% | +185.6% | -170.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 5y: compounded portfolio wealth divided by compounded ITUB 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…
5y analysis · Full analysis span regression · 6 months rolling