+105.1%
OSCR vs ITUB
+9.1%
+96.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +7.8% |
| 7D | +15.5% | -1.6% | +17.0% | +15.9% |
| 30D | +8.5% | -26.6% | +35.1% | +15.6% |
| 3M | +15.8% | -11.0% | +26.9% | +15.8% |
| 6M | +89.5% | -13.0% | +102.5% | +91.0% |
| YTD | +144.9% | +3.9% | +141.0% | +118.4% |
| 1Y | +105.1% | +9.8% | +95.3% | +69.5% |
| All | +105.1% | +9.1% | +96.0% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling