+31.5%
ORCL vs ITUB
+120.6%
-89.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +5.3% | +8.7% | -3.5% | +3.2% |
| 30D | +10.0% | -0.7% | +10.7% | +10.0% |
| 3M | -32.6% | +7.8% | -40.4% | -33.9% |
| 6M | +4.9% | -3.4% | +8.3% | +5.2% |
| YTD | -17.8% | +16.3% | -34.0% | -21.2% |
| 1Y | -28.0% | +29.8% | -57.8% | -33.3% |
| All | +31.5% | +120.6% | -89.1% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling