-10.6%
BITO vs OSCR
+111.1%
-121.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.4% | +1.6% | -5.1% | -3.7% |
| 30D | +21.4% | +10.7% | +10.7% | +19.6% |
| 3M | +20.5% | +13.4% | +7.1% | +17.8% |
| 6M | +7.4% | +144.6% | -137.2% | -6.4% |
| YTD | -13.9% | +128.0% | -141.9% | -24.4% |
| 1Y | -35.1% | +68.7% | -103.7% | -41.2% |
| 3Y | +156.8% | +398.8% | -242.0% | +82.2% |
| All | -10.6% | +111.1% | -121.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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