-13.6%
OTIS vs ITUB
+120.1%
-133.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.8% | -2.3% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | -6.5% | +10.7% | -17.2% | -7.6% |
| 3M | -2.0% | +10.1% | -12.0% | -3.3% |
| 6M | -20.2% | -0.1% | -20.1% | -20.4% |
| YTD | -21.0% | +18.4% | -39.4% | -23.2% |
| 1Y | -20.9% | +31.3% | -52.1% | -24.2% |
| All | -13.6% | +120.1% | -133.7% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling