+1,045.2%
DOV vs ITUB
+1,920.1%
-874.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -2.7% | +8.7% | -11.4% | -5.1% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | -9.4% | +7.8% | -17.2% | -11.6% |
| 6M | -12.6% | -3.4% | -9.2% | -12.2% |
| YTD | -0.5% | +16.3% | -16.8% | -5.6% |
| 1Y | +9.2% | +29.8% | -20.6% | +0.1% |
| 3Y | +34.1% | +111.1% | -76.9% | +4.5% |
| 5Y | +17.3% | +173.6% | -156.3% | -18.8% |
| 10Y | +284.9% | +193.2% | +91.7% | +135.7% |
| All | +1,045.2% | +1,920.1% | -874.9% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling