+607.8%
OUST vs ITUB
+81.0%
+526.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.2% | -10.7% | -9.6% |
| 7D | -3.8% | +1.9% | -5.7% | -4.7% |
| 30D | +5.1% | -22.2% | +27.2% | +17.1% |
| 3M | -25.8% | +2.7% | -28.5% | -29.7% |
| 6M | -2.0% | -3.0% | +0.9% | -4.3% |
| YTD | +54.7% | +7.5% | +47.2% | +43.2% |
| 1Y | +48.8% | +10.5% | +38.3% | +35.7% |
| 3Y | +607.8% | +81.0% | +526.8% | +413.3% |
| All | +607.8% | +81.0% | +526.8% | +413.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling