-16.5%
OWL vs ITUB
+185.6%
-202.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.8% |
| 7D | -11.9% | +1.0% | -12.9% | -12.2% |
| 30D | -13.7% | +10.7% | -24.4% | -16.6% |
| 3M | +12.3% | +10.1% | +2.2% | +8.3% |
| 6M | +15.0% | -0.1% | +15.1% | +14.4% |
| YTD | -25.7% | +18.4% | -44.1% | -30.4% |
| 1Y | -39.5% | +31.3% | -70.8% | -45.3% |
| 3Y | +0.9% | +124.6% | -123.7% | -24.0% |
| 5Y | -16.5% | +192.0% | -208.5% | -44.7% |
| All | -16.5% | +185.6% | -202.2% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling