+272.2%
DVN vs ITUB
+1,902.7%
-1,630.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.0% | +2.6% | +5.4% | +6.6% |
| 3M | +11.9% | +8.4% | +3.5% | +7.8% |
| 6M | +10.6% | -0.5% | +11.2% | +8.7% |
| YTD | +35.4% | +15.3% | +20.1% | +25.0% |
| 1Y | +46.5% | +28.7% | +17.8% | +29.1% |
| 3Y | +3.0% | +118.7% | -115.7% | -27.9% |
| 5Y | +120.5% | +182.7% | -62.2% | +35.7% |
| 10Y | +62.5% | +207.6% | -145.1% | -6.8% |
| All | +272.2% | +1,902.7% | -1,630.5% | +43.4% |
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