-60.2%
OUST vs ITUB
+247.2%
-307.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.3% | +8.5% | +10.1% |
| 7D | +36.7% | +5.5% | +31.2% | +34.5% |
| 30D | -3.3% | -25.6% | +22.2% | +5.9% |
| 3M | -11.1% | -4.7% | -6.5% | -11.0% |
| 6M | +53.1% | -8.6% | +61.7% | +55.2% |
| YTD | +78.2% | +7.9% | +70.3% | +72.6% |
| 1Y | +50.0% | +11.2% | +38.8% | +44.0% |
| 3Y | +836.2% | +82.6% | +753.5% | +685.0% |
| 5Y | -50.0% | +192.7% | -242.7% | -64.0% |
| All | -60.2% | +247.2% | -307.5% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling