+82.0%
USO vs ITUB
+220.1%
-138.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +9.1% | +2.2% | +6.9% | +8.7% |
| 30D | +21.7% | +12.6% | +9.1% | +19.1% |
| 3M | +20.2% | +6.4% | +13.8% | +18.6% |
| 6M | +43.4% | +0.6% | +42.8% | +41.4% |
| YTD | +124.0% | +18.8% | +105.1% | +112.0% |
| 1Y | +112.2% | +31.0% | +81.2% | +96.2% |
| 3Y | +97.7% | +118.1% | -20.4% | +59.5% |
| 5Y | +217.4% | +193.0% | +24.4% | +130.6% |
| All | +82.0% | +220.1% | -138.1% | +22.8% |
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 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