+262.9%
OKLO vs ITUB
+189.5%
+73.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.5% | -9.3% |
| 7D | -12.2% | +2.2% | -14.4% | -12.7% |
| 30D | -19.7% | +12.6% | -32.4% | -22.0% |
| 3M | -37.4% | +6.4% | -43.8% | -38.4% |
| 6M | -42.3% | +0.6% | -42.9% | -42.4% |
| YTD | -49.5% | +18.8% | -68.4% | -50.6% |
| 1Y | -54.7% | +31.0% | -85.7% | -56.1% |
| 3Y | +249.6% | +118.1% | +131.5% | +234.1% |
| 5Y | +268.1% | +193.0% | +75.1% | +253.7% |
| All | +262.9% | +189.5% | +73.4% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling