-41.6%
ORCL vs ITUB
+8.3%
-49.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.7% |
| 7D | +8.0% | +1.9% | +6.1% | +7.7% |
| 30D | -4.0% | -22.2% | +18.2% | -1.1% |
| 3M | -19.5% | +2.7% | -22.2% | -21.0% |
| 6M | -33.5% | -3.0% | -30.5% | -33.9% |
| YTD | -34.8% | +7.5% | -42.3% | -32.7% |
| 1Y | -41.6% | +10.5% | -52.1% | -39.7% |
| All | -41.6% | +8.3% | -49.9% | -39.7% |
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