+94.3%
ORCL vs ITUB
+181.4%
-87.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.0% |
| 7D | +15.0% | +8.2% | +6.8% | +13.3% |
| 30D | +10.5% | +4.7% | +5.8% | +9.5% |
| 3M | -23.0% | +13.0% | -36.0% | -24.9% |
| 6M | +7.0% | +4.2% | +2.8% | +5.8% |
| YTD | -15.8% | +18.6% | -34.4% | -18.8% |
| 1Y | -31.1% | +31.3% | -62.3% | -35.0% |
| 3Y | +33.3% | +124.9% | -91.6% | +14.0% |
| 5Y | +94.3% | +195.6% | -101.3% | +56.4% |
| All | +94.3% | +181.4% | -87.1% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling