+1.7%
OXY vs ITUB
+120.9%
-119.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.8% |
| 30D | +5.5% | +12.6% | -7.2% | +5.2% |
| 3M | +11.3% | +6.4% | +4.9% | +11.1% |
| 6M | +11.6% | +0.6% | +11.0% | +11.4% |
| YTD | +51.6% | +18.8% | +32.7% | +47.4% |
| 1Y | +36.2% | +31.0% | +5.2% | +30.4% |
| 3Y | +1.7% | +118.1% | -116.4% | -6.2% |
| All | +1.7% | +120.9% | -119.2% | -6.2% |
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