+368.8%
ORCL vs ITUB
+197.6%
+171.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | 0.0% |
| 7D | +10.9% | 0.0% | +10.9% | +10.9% |
| 30D | +7.0% | +2.6% | +4.4% | +6.4% |
| 3M | -21.2% | +8.4% | -29.6% | -22.6% |
| 6M | +7.4% | -0.5% | +7.9% | +7.1% |
| YTD | -16.3% | +15.3% | -31.6% | -19.0% |
| 1Y | -32.3% | +28.7% | -61.0% | -36.1% |
| 3Y | +32.6% | +118.7% | -86.1% | +11.9% |
| 5Y | +93.1% | +182.7% | -89.6% | +51.3% |
| 10Y | +368.8% | +207.6% | +161.2% | +234.5% |
| All | +368.8% | +197.6% | +171.2% | +234.5% |
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