+33,485.2%
ODFL vs ITUB
+1,959.7%
+31,525.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.1% |
| 7D | +0.2% | +8.2% | -8.1% | -2.0% |
| 30D | -13.4% | +4.7% | -18.1% | -14.6% |
| 3M | -24.2% | +13.0% | -37.2% | -27.0% |
| 6M | -3.3% | +4.2% | -7.5% | -4.9% |
| YTD | +19.8% | +18.6% | +1.2% | +13.5% |
| 1Y | +24.5% | +31.3% | -6.7% | +14.5% |
| 3Y | -9.6% | +124.9% | -134.5% | -29.5% |
| 5Y | +28.0% | +195.6% | -167.6% | -10.7% |
| 10Y | +735.3% | +196.4% | +538.9% | +416.6% |
| All | +33,485.2% | +1,959.7% | +31,525.4% | +11,254.4% |
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