+3,783.4%
OKE vs ITUB
+1,964.7%
+1,818.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +1.2% | +2.2% | -1.0% | +0.6% |
| 30D | +4.5% | +12.6% | -8.1% | +0.7% |
| 3M | +9.6% | +6.4% | +3.2% | +7.1% |
| 6M | +15.4% | +0.6% | +14.8% | +13.7% |
| YTD | +36.5% | +18.8% | +17.6% | +27.1% |
| 1Y | +39.0% | +31.0% | +8.0% | +25.2% |
| 3Y | +74.3% | +118.1% | -43.8% | +31.2% |
| 5Y | +141.2% | +193.0% | -51.8% | +60.4% |
| 10Y | +262.1% | +217.1% | +45.0% | +125.9% |
| All | +3,783.4% | +1,964.7% | +1,818.7% | +1,488.8% |
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