+32.5%
OUST vs ITUB
+30.7%
+1.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.5% |
| 7D | +12.7% | +8.2% | +4.5% | +6.7% |
| 30D | -13.6% | +4.7% | -18.3% | -16.6% |
| 3M | -8.3% | +13.0% | -21.3% | -16.8% |
| 6M | +85.0% | +4.2% | +80.8% | +78.6% |
| YTD | +73.2% | +18.6% | +54.7% | +48.0% |
| 1Y | +32.5% | +31.3% | +1.2% | +2.8% |
| All | +32.5% | +30.7% | +1.8% | +2.8% |
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