-73.2%
USO vs ITUB
+367.5%
-440.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.4% |
| 7D | +3.6% | +8.2% | -4.7% | +1.6% |
| 30D | +23.8% | +4.7% | +19.1% | +22.2% |
| 3M | +8.1% | +13.0% | -5.0% | +4.5% |
| 6M | +34.3% | +4.2% | +30.1% | +30.6% |
| YTD | +111.1% | +18.6% | +92.6% | +97.8% |
| 1Y | +99.9% | +31.3% | +68.7% | +82.1% |
| 3Y | +86.5% | +124.9% | -38.4% | +44.7% |
| 5Y | +200.5% | +195.6% | +4.9% | +110.1% |
| 10Y | +66.5% | +196.4% | -129.8% | +7.1% |
| All | -73.2% | +367.5% | -440.7% | -86.8% |
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