+6.4%
OXY vs ITUB
+220.1%
-213.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +2.8% | +2.2% | +0.6% | +1.8% |
| 30D | +5.5% | +12.6% | -7.2% | -0.2% |
| 3M | +11.3% | +6.4% | +4.9% | +7.4% |
| 6M | +11.6% | +0.6% | +11.0% | +8.4% |
| YTD | +51.6% | +18.8% | +32.7% | +34.9% |
| 1Y | +36.2% | +31.0% | +5.2% | +15.0% |
| 3Y | +1.7% | +118.1% | -116.4% | -36.4% |
| 5Y | +164.5% | +193.0% | -28.6% | +29.9% |
| All | +6.4% | +220.1% | -213.7% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling