-51.3%
OUST vs ITUB
+184.7%
-236.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.4% | +12.6% | +13.5% |
| 7D | +17.0% | +3.7% | +13.3% | +15.7% |
| 30D | -16.5% | -24.1% | +7.6% | -9.0% |
| 3M | -23.7% | -9.6% | -14.1% | -22.2% |
| 6M | +18.4% | -11.5% | +29.9% | +21.5% |
| YTD | +60.8% | +5.5% | +55.3% | +56.7% |
| 1Y | +44.2% | +9.9% | +34.3% | +38.9% |
| 3Y | +668.1% | +84.8% | +583.3% | +551.5% |
| All | -51.3% | +184.7% | -236.0% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling