-21.7%
ONON vs ITUB
+191.4%
-213.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -2.1% | +2.2% | -4.3% | -2.9% |
| 30D | -11.6% | +12.6% | -24.2% | -15.4% |
| 3M | -30.1% | +6.4% | -36.5% | -31.6% |
| 6M | -30.5% | +0.6% | -31.1% | -30.8% |
| YTD | -41.0% | +18.8% | -59.9% | -44.5% |
| 1Y | -36.7% | +31.0% | -67.7% | -42.7% |
| 3Y | -8.6% | +118.1% | -126.7% | -32.2% |
| All | -21.7% | +191.4% | -213.1% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling