+137.0%
OKE vs ITUB
+186.2%
-49.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +1.2% | +2.2% | -1.0% | +0.8% |
| 30D | +4.5% | +12.6% | -8.1% | +1.9% |
| 3M | +9.6% | +6.4% | +3.2% | +7.9% |
| 6M | +15.4% | +0.6% | +14.8% | +14.3% |
| YTD | +36.5% | +18.8% | +17.6% | +29.1% |
| 1Y | +39.0% | +31.0% | +8.0% | +27.9% |
| 3Y | +74.3% | +118.1% | -43.8% | +36.8% |
| All | +137.0% | +186.2% | -49.1% | +63.4% |
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 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