-71.6%
OPEN vs ITUB
+225.8%
-297.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.4% |
| 7D | +1.0% | +8.2% | -7.3% | -2.4% |
| 30D | -11.9% | +4.7% | -16.6% | -13.7% |
| 3M | -28.8% | +13.0% | -41.8% | -32.7% |
| 6M | -38.6% | +4.2% | -42.8% | -40.0% |
| YTD | -47.3% | +18.6% | -65.9% | -51.2% |
| 1Y | -49.2% | +31.3% | -80.4% | -54.8% |
| 3Y | -18.8% | +124.9% | -143.7% | -42.3% |
| 5Y | -83.6% | +195.6% | -279.2% | -89.2% |
| All | -71.6% | +225.8% | -297.4% | -82.1% |
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