-16.5%
OTIS vs ITUB
+186.2%
-202.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.0% | +2.2% | -5.2% | -3.3% |
| 30D | -6.0% | +12.6% | -18.6% | -7.6% |
| 3M | -0.9% | +6.4% | -7.3% | -2.0% |
| 6M | -17.3% | +0.6% | -17.9% | -17.7% |
| YTD | -19.6% | +18.8% | -38.4% | -22.1% |
| 1Y | -21.0% | +31.0% | -52.0% | -24.8% |
| 3Y | -12.1% | +118.1% | -130.2% | -23.7% |
| All | -16.5% | +186.2% | -202.7% | -32.5% |
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 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