+171.6%
OVV vs ITUB
+1,911.5%
-1,739.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | +0.3% | +8.7% | -8.4% | -3.0% |
| 30D | +11.7% | -0.7% | +12.4% | +11.7% |
| 3M | +9.8% | +7.8% | +2.0% | +5.9% |
| 6M | +26.6% | -3.4% | +30.0% | +25.7% |
| YTD | +67.0% | +16.3% | +50.7% | +53.2% |
| 1Y | +55.9% | +29.8% | +26.1% | +36.2% |
| 3Y | +45.5% | +111.1% | -65.6% | +1.6% |
| 5Y | +157.3% | +173.6% | -16.2% | +56.2% |
| 10Y | +65.0% | +193.2% | -128.2% | +1.0% |
| All | +171.6% | +1,911.5% | -1,739.9% | +10.3% |
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 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