+49.0%
OVV vs ITUB
+83.6%
-34.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | -10.7% | +5.5% | -16.2% | -11.2% |
| 30D | -5.3% | -25.6% | +20.3% | -2.5% |
| 3M | +2.4% | -4.7% | +7.1% | +1.8% |
| 6M | +5.7% | -8.6% | +14.3% | +5.6% |
| YTD | +56.8% | +7.9% | +48.8% | +47.6% |
| 1Y | +59.3% | +11.2% | +48.1% | +48.3% |
| 3Y | +49.0% | +82.6% | -33.7% | +18.4% |
| All | +49.0% | +83.6% | -34.6% | +18.4% |
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