+119.7%
OKTA vs ITUB
+9.0%
+110.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.7% |
| 7D | -14.2% | -1.6% | -12.6% | -14.2% |
| 30D | -12.5% | -26.6% | +14.1% | -12.3% |
| 3M | +29.2% | -11.1% | +40.3% | +30.2% |
| 6M | +147.3% | -13.1% | +160.4% | +148.0% |
| YTD | +120.9% | +3.9% | +117.1% | +117.8% |
| 1Y | +119.7% | +9.8% | +109.9% | +110.8% |
| All | +119.7% | +9.0% | +110.7% | +110.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling