+91.5%
OSCR vs ITUB
+186.2%
-94.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +1.6% | +2.2% | -0.6% | +0.8% |
| 30D | +10.7% | +12.6% | -1.9% | +5.5% |
| 3M | +13.4% | +6.4% | +6.9% | +10.1% |
| 6M | +144.6% | +0.6% | +144.0% | +141.6% |
| YTD | +128.0% | +18.8% | +109.2% | +108.8% |
| 1Y | +68.7% | +31.0% | +37.6% | +47.7% |
| 3Y | +398.8% | +118.1% | +280.7% | +237.6% |
| All | +91.5% | +186.2% | -94.6% | +10.0% |
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