+219.7%
OMC vs ITUB
+1,902.7%
-1,683.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.8% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -7.5% | +2.6% | -10.1% | -8.3% |
| 3M | +4.6% | +8.4% | -3.8% | +2.2% |
| 6M | -4.8% | -0.5% | -4.3% | -5.4% |
| YTD | -1.0% | +15.3% | -16.3% | -5.4% |
| 1Y | +3.8% | +28.7% | -24.9% | -3.7% |
| 3Y | +10.2% | +118.7% | -108.5% | -11.6% |
| 5Y | +29.7% | +182.7% | -153.0% | -5.3% |
| 10Y | +32.3% | +207.6% | -175.3% | -12.6% |
| All | +219.7% | +1,902.7% | -1,683.0% | +47.6% |
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