+816.4%
OXY vs ITUB
+1,902.7%
-1,086.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +2.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.5% | +2.6% | +1.9% | +3.2% |
| 3M | +8.9% | +8.4% | +0.5% | +4.8% |
| 6M | +12.5% | -0.5% | +13.0% | +10.2% |
| YTD | +50.5% | +15.3% | +35.2% | +38.4% |
| 1Y | +38.6% | +28.7% | +9.9% | +21.6% |
| 3Y | -1.2% | +118.7% | -119.9% | -31.9% |
| 5Y | +161.6% | +182.7% | -21.0% | +55.7% |
| 10Y | +5.3% | +207.6% | -202.3% | -40.1% |
| All | +816.4% | +1,902.7% | -1,086.4% | +236.4% |
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 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