+634.8%
OKTA vs ITUB
+138.9%
+495.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.8% | +3.4% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +14.6% | +2.6% | +12.0% | +14.1% |
| 3M | +44.0% | +8.4% | +35.6% | +42.0% |
| 6M | +116.7% | -0.5% | +117.3% | +115.8% |
| YTD | +99.8% | +15.3% | +84.5% | +94.4% |
| 1Y | +84.1% | +28.7% | +55.3% | +76.0% |
| 3Y | +97.7% | +118.7% | -21.0% | +75.2% |
| 5Y | -35.2% | +182.7% | -217.8% | -45.5% |
| All | +634.8% | +138.9% | +495.8% | +530.8% |
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 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