-53.5%
OUST vs ITUB
+176.0%
-229.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +2.0% |
| 7D | +5.2% | +8.7% | -3.5% | +2.1% |
| 30D | -19.3% | -0.7% | -18.6% | -19.2% |
| 3M | -22.6% | +7.8% | -30.4% | -24.8% |
| 6M | +62.8% | -3.4% | +66.2% | +64.9% |
| YTD | +68.3% | +16.3% | +52.1% | +60.8% |
| 1Y | +28.5% | +29.8% | -1.3% | +18.8% |
| 3Y | +554.0% | +111.1% | +443.0% | +435.5% |
| All | -53.5% | +176.0% | -229.5% | -66.3% |
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 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