+246.0%
ORCL vs ITUB
+154.1%
+92.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -6.5% | +4.9% | -11.4% | -7.4% |
| 30D | -16.6% | -27.2% | +10.7% | -11.8% |
| 3M | -21.6% | -6.1% | -15.5% | -21.5% |
| 6M | -39.4% | -10.7% | -28.7% | -38.8% |
| YTD | -38.7% | +5.5% | -44.2% | -40.3% |
| 1Y | -50.4% | +7.8% | -58.2% | -52.0% |
| 3Y | +8.1% | +75.0% | -66.9% | -5.7% |
| 5Y | +34.5% | +178.6% | -144.0% | +4.8% |
| 10Y | +246.0% | +162.9% | +83.2% | +162.0% |
| All | +246.0% | +154.1% | +92.0% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling