-13.7%
ODFL vs ITUB
+120.1%
-133.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -13.7% | +10.7% | -24.4% | -15.2% |
| 3M | -23.4% | +10.1% | -33.4% | -25.0% |
| 6M | -7.2% | -0.1% | -7.0% | -7.5% |
| YTD | +15.6% | +18.4% | -2.8% | +11.8% |
| 1Y | +24.2% | +31.3% | -7.1% | +17.8% |
| All | -13.7% | +120.1% | -133.8% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling