+154.9%
OVV vs ITUB
+1,767.4%
-1,612.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.9% |
| 7D | -10.7% | +5.5% | -16.2% | -12.7% |
| 30D | -5.3% | -25.6% | +20.3% | +4.6% |
| 3M | +2.4% | -4.7% | +7.1% | +1.3% |
| 6M | +5.7% | -8.6% | +14.3% | +5.6% |
| YTD | +56.8% | +7.9% | +48.8% | +44.2% |
| 1Y | +59.3% | +11.2% | +48.1% | +44.3% |
| 3Y | +49.0% | +82.6% | -33.7% | +8.0% |
| 5Y | +88.1% | +192.7% | -104.6% | +8.8% |
| 10Y | +42.5% | +144.7% | -102.1% | -8.7% |
| All | +154.9% | +1,767.4% | -1,612.4% | +3.8% |
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