-49.5%
ORCL vs ITUB
+9.0%
-58.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.3% |
| 7D | -14.4% | -1.6% | -12.8% | -14.2% |
| 30D | -12.8% | -26.6% | +13.8% | -9.4% |
| 3M | -14.8% | -11.1% | -3.7% | -14.6% |
| 6M | -30.9% | -13.1% | -17.8% | -30.4% |
| YTD | -35.7% | +3.9% | -39.5% | -34.4% |
| 1Y | -49.5% | +9.8% | -59.2% | -51.4% |
| All | -49.5% | +9.0% | -58.5% | -51.4% |
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