+27.7%
ODFL vs ITUB
+9.0%
+18.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.6% |
| 7D | +3.5% | -1.6% | +5.1% | +3.7% |
| 30D | 0.0% | -26.6% | +26.6% | +2.8% |
| 3M | -18.1% | -11.1% | -7.0% | -18.2% |
| 6M | -6.4% | -13.1% | +6.7% | -6.3% |
| YTD | +14.9% | +3.9% | +11.0% | +10.5% |
| 1Y | +27.7% | +9.8% | +17.9% | +20.0% |
| All | +27.7% | +9.0% | +18.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling