+81.1%
OKTA vs ITUB
+31.4%
+49.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -2.4% | +2.2% | -4.6% | -2.4% |
| 30D | +13.0% | +12.6% | +0.4% | +12.9% |
| 3M | +41.7% | +6.4% | +35.3% | +41.4% |
| 6M | +105.9% | +0.6% | +105.3% | +103.0% |
| YTD | +92.6% | +18.8% | +73.7% | +85.3% |
| 1Y | +81.1% | +31.0% | +50.0% | +66.7% |
| All | +81.1% | +31.4% | +49.7% | +66.7% |
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