+7,675.9%
ORLY vs ITUB
+1,964.7%
+5,711.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | +2.2% | -4.6% | -2.8% |
| 30D | -6.8% | +12.6% | -19.4% | -8.9% |
| 3M | -4.8% | +6.4% | -11.2% | -6.1% |
| 6M | -9.1% | +0.6% | -9.7% | -9.6% |
| YTD | -5.9% | +18.8% | -24.8% | -9.6% |
| 1Y | -20.4% | +31.0% | -51.4% | -25.1% |
| 3Y | +36.6% | +118.1% | -81.5% | +15.3% |
| 5Y | +117.3% | +193.0% | -75.7% | +69.0% |
| 10Y | +362.7% | +217.1% | +145.6% | +231.7% |
| All | +7,675.9% | +1,964.7% | +5,711.2% | +3,998.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling