-10.6%
BITO vs OKE
+94.7%
-105.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -3.4% | +1.2% | -4.7% | -3.9% |
| 30D | +21.4% | +4.5% | +16.9% | +19.2% |
| 3M | +20.5% | +9.6% | +10.9% | +15.4% |
| 6M | +7.4% | +15.4% | -8.0% | -0.5% |
| YTD | -13.9% | +36.5% | -50.3% | -26.4% |
| 1Y | -35.1% | +39.0% | -74.0% | -45.1% |
| 3Y | +156.8% | +74.3% | +82.5% | +87.1% |
| All | -10.6% | +94.7% | -105.2% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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