+75.5%
OSCR vs ITUB
+30.8%
+44.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +5.8% | +8.7% | -2.9% | +3.4% |
| 30D | +7.1% | -0.7% | +7.8% | +7.2% |
| 3M | +36.7% | +7.8% | +28.9% | +32.9% |
| 6M | +114.3% | -3.4% | +117.7% | +115.8% |
| YTD | +124.4% | +16.3% | +108.1% | +106.4% |
| 1Y | +75.5% | +29.8% | +45.6% | +54.7% |
| All | +75.5% | +30.8% | +44.7% | +54.7% |
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 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