+30.9%
OWL vs ITUB
+160.4%
-129.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -10.1% | +2.2% | -12.3% | -10.7% |
| 30D | -11.9% | +12.6% | -24.5% | -15.0% |
| 3M | +10.7% | +6.4% | +4.3% | +8.4% |
| 6M | +22.1% | +0.6% | +21.5% | +21.3% |
| YTD | -24.8% | +18.8% | -43.7% | -29.0% |
| 1Y | -39.2% | +31.0% | -70.2% | -44.3% |
| 3Y | +1.7% | +118.1% | -116.3% | -19.5% |
| 5Y | -15.5% | +193.0% | -208.5% | -39.0% |
| All | +30.9% | +160.4% | -129.5% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling