+167.5%
OVV vs ITUB
+1,764.9%
-1,597.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.9% | +2.2% |
| 7D | +1.2% | +3.7% | -2.5% | -0.2% |
| 30D | -2.5% | -24.9% | +22.4% | +7.2% |
| 3M | +0.5% | +0.8% | -0.3% | -2.6% |
| 6M | +8.5% | -6.6% | +15.1% | +7.5% |
| YTD | +64.5% | +7.8% | +56.7% | +51.3% |
| 1Y | +64.7% | +7.4% | +57.3% | +51.3% |
| 3Y | +54.1% | +78.8% | -24.6% | +12.7% |
| 5Y | +95.4% | +179.9% | -84.5% | +15.1% |
| 10Y | +54.9% | +170.9% | -115.9% | -4.1% |
| All | +167.5% | +1,764.9% | -1,597.4% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling