-61.4%
OUST vs ITUB
+281.4%
-342.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.2% |
| 7D | +12.7% | +8.2% | +4.5% | +9.7% |
| 30D | -13.6% | +4.7% | -18.3% | -15.1% |
| 3M | -8.3% | +13.0% | -21.3% | -12.2% |
| 6M | +85.0% | +4.2% | +80.8% | +82.7% |
| YTD | +73.2% | +18.6% | +54.7% | +64.6% |
| 1Y | +32.5% | +31.3% | +1.2% | +22.3% |
| 3Y | +643.8% | +124.9% | +519.0% | +498.3% |
| 5Y | -52.1% | +195.6% | -247.7% | -65.4% |
| All | -61.4% | +281.4% | -342.7% | -72.3% |
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