+84.8%
OKTA vs ITUB
+120.9%
-36.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -2.4% | +2.2% | -4.6% | -2.8% |
| 30D | +13.0% | +12.6% | +0.4% | +10.6% |
| 3M | +41.7% | +6.4% | +35.3% | +39.6% |
| 6M | +105.9% | +0.6% | +105.3% | +103.8% |
| YTD | +92.6% | +18.8% | +73.7% | +81.6% |
| 1Y | +81.1% | +31.0% | +50.0% | +65.5% |
| 3Y | +84.8% | +118.1% | -33.2% | +37.2% |
| All | +84.8% | +120.9% | -36.0% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling