+118.6%
DVN vs ITUB
+186.2%
-67.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +4.5% | +2.2% | +2.3% | +3.9% |
| 30D | +12.0% | +12.6% | -0.6% | +8.4% |
| 3M | +13.4% | +6.4% | +7.0% | +11.1% |
| 6M | +12.1% | +0.6% | +11.5% | +10.5% |
| YTD | +38.8% | +18.8% | +20.0% | +28.7% |
| 1Y | +46.0% | +31.0% | +15.0% | +30.4% |
| 3Y | +9.5% | +118.1% | -108.6% | -20.6% |
| All | +118.6% | +186.2% | -67.5% | +32.9% |
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