+49.9%
OUST vs ITUB
+5.2%
+44.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.9% | -3.0% |
| 7D | +19.9% | +1.1% | +18.8% | +19.5% |
| 30D | +3.6% | -25.4% | +29.0% | +18.0% |
| 3M | -20.6% | -0.3% | -20.4% | -25.4% |
| 6M | +35.1% | -8.0% | +43.0% | +33.0% |
| YTD | +69.1% | +5.2% | +63.9% | +44.1% |
| 1Y | +49.9% | +7.4% | +42.5% | +24.1% |
| All | +49.9% | +5.2% | +44.7% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling