-23.3%
ONON vs ITUB
+190.4%
-213.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.9% |
| 7D | -5.3% | +1.0% | -6.3% | -5.7% |
| 30D | -13.1% | +10.7% | -23.8% | -16.3% |
| 3M | -29.3% | +10.1% | -39.4% | -31.7% |
| 6M | -34.5% | -0.1% | -34.4% | -34.6% |
| YTD | -42.2% | +18.4% | -60.7% | -45.6% |
| 1Y | -37.3% | +31.3% | -68.6% | -43.3% |
| 3Y | -9.3% | +124.6% | -133.9% | -33.4% |
| All | -23.3% | +190.4% | -213.7% | -53.6% |
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