+334.0%
OKLO vs ITUB
+188.8%
+145.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +3.0% | +4.5% |
| 7D | +12.4% | +8.2% | +4.2% | +10.3% |
| 30D | -10.6% | +4.7% | -15.3% | -11.6% |
| 3M | -26.5% | +13.0% | -39.5% | -28.7% |
| 6M | -25.6% | +4.2% | -29.8% | -26.1% |
| YTD | -39.6% | +18.6% | -58.2% | -40.9% |
| 1Y | -38.8% | +31.3% | -70.0% | -40.6% |
| 3Y | +318.1% | +124.9% | +193.2% | +300.0% |
| 5Y | +339.7% | +195.6% | +144.1% | +322.8% |
| All | +334.0% | +188.8% | +145.1% | +318.2% |
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