-10.6%
BITO vs ORLY
+100.3%
-110.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | -2.4% | -1.1% | -3.0% |
| 30D | +21.4% | -6.8% | +28.2% | +22.9% |
| 3M | +20.5% | -4.8% | +25.2% | +21.2% |
| 6M | +7.4% | -9.1% | +16.5% | +8.8% |
| YTD | -13.9% | -5.9% | -8.0% | -13.2% |
| 1Y | -35.1% | -20.4% | -14.7% | -32.1% |
| 3Y | +156.8% | +36.6% | +120.2% | +126.1% |
| All | -10.6% | +100.3% | -110.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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