-5.8%
OSCR vs ITUB
+261.6%
-267.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +13.4% | +6.4% | +6.9% | +10.3% |
| 6M | +144.6% | +0.6% | +144.0% | +141.9% |
| YTD | +128.0% | +18.8% | +109.2% | +110.4% |
| 1Y | +68.7% | +31.0% | +37.6% | +49.4% |
| 3Y | +398.8% | +118.1% | +280.7% | +251.7% |
| 5Y | +87.3% | +193.0% | -105.8% | +16.0% |
| All | -5.8% | +261.6% | -267.4% | -41.2% |
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