+69.6%
OTIS vs ITUB
+268.3%
-198.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.3% | +2.6% | -6.9% | -4.7% |
| 3M | -2.2% | +8.4% | -10.6% | -3.5% |
| 6M | -19.9% | -0.5% | -19.4% | -20.1% |
| YTD | -19.3% | +15.3% | -34.6% | -21.5% |
| 1Y | -19.6% | +28.7% | -48.3% | -23.1% |
| 3Y | -11.5% | +118.7% | -130.2% | -22.6% |
| 5Y | -16.8% | +182.7% | -199.4% | -31.1% |
| All | +69.6% | +268.3% | -198.7% | +32.4% |
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