+27.3%
ODFL vs ITUB
+186.2%
-158.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.3% | +2.2% | -5.5% | -3.6% |
| 30D | -15.3% | +12.6% | -27.9% | -17.0% |
| 3M | -27.3% | +6.4% | -33.7% | -28.3% |
| 6M | -4.5% | +0.6% | -5.1% | -4.9% |
| YTD | +15.1% | +18.8% | -3.7% | +11.5% |
| 1Y | +21.1% | +31.0% | -9.9% | +15.3% |
| 3Y | -14.1% | +118.1% | -132.2% | -25.3% |
| All | +27.3% | +186.2% | -158.9% | +4.9% |
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