+36.6%
ORLY vs ITUB
+120.9%
-84.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | +2.2% | -4.6% | -2.6% |
| 30D | -6.8% | +12.6% | -19.4% | -7.8% |
| 3M | -4.8% | +6.4% | -11.2% | -5.5% |
| 6M | -9.1% | +0.6% | -9.7% | -9.3% |
| YTD | -5.9% | +18.8% | -24.8% | -8.0% |
| 1Y | -20.4% | +31.0% | -51.4% | -23.0% |
| 3Y | +36.6% | +118.1% | -81.5% | +17.2% |
| All | +36.6% | +120.9% | -84.3% | +17.2% |
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